EXAMPLE
load(GROCERDIR+'/data/varma_d.dat'); elec_cons = transdif(seriesa,0,1,1,12);resacf=acf(elec_cons,'m=30') // Calculates the 30 first autocorrelations for the index of electricty consumption provided in database varma_d.dat. |  |  |
autocorrelation function
[resacf]=acf(namey,varargin)
* namey = a time series, a real (nx1) vector or a string equal to the name of a time series or a (nx1) real vector between quotes
* argi = (optional) string arguments that can be:
- 'noplt' if the user does not want to plot the autocorrelation coefficients
- 'm=xx' where xx is the number of calculated coefficients (default: floor(size(grocer_y,'*')/4)
- 'size=xx' where xx is the size of the confidence band (default: 0.05)
* resacf = a tlist with
. resacf('meth') = 'acf'
. resacf('y') = values of the input variable
. resacf('acf') = autocorrelation coeffcients
. resacf('acf_l') = low bound of the confidence interval
. resacf('acf_u') = upper bound of the confidence interval
. resacf('size') = size of the confidence band
. resacf('namey') = name of variable
. resacf('prests') = %t if variable is a ts
load(GROCERDIR+'/data/varma_d.dat'); elec_cons = transdif(seriesa,0,1,1,12);resacf=acf(elec_cons,'m=30') // Calculates the 30 first autocorrelations for the index of electricty consumption provided in database varma_d.dat. | | |