ACF Package Contains Two MATLAB Files
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Resource Overview
The ACF package includes two MATLAB files - a standalone autocovariance function and an autocorrelation function that internally calls the autocov function for statistical calculations.
Detailed Documentation
The ACF package contains two MATLAB implementation files. The first file implements the autocovariance function, which can be used independently for calculating covariance at different time lags. The second file handles autocorrelation function computation, designed to call the autocov function internally for efficient statistical processing.
These functions provide essential tools for time series analysis, including forecasting future trends and identifying periodic patterns in data. The autocovariance function typically implements lag-based covariance calculations using vectorized operations for optimal performance, while the autocorrelation function normalizes the autocovariance values by the variance to produce correlation coefficients between -1 and 1.
Understanding the implementation and usage of these functions will significantly enhance your ability to analyze and interpret time series data effectively. The modular design allows for flexible application in various statistical modeling scenarios.
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