xcorr function and autocorrelation

23 vues (au cours des 30 derniers jours)
Simon
Simon le 15 Avr 2011
Hi,
I need to plot an autocorrelogram from a dataset i have. At some point, the autocorrelation coefficient should be negative. By using the normalization of the xcorr() function, the autocorrelation coefficient is always greater than 0.65. Does someone know how to get the right autocorrelogram from the xcorr() function? Thanks Simon

Réponses (1)

David St-Amand
David St-Amand le 24 Oct 2017
Same question here

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