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<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN" "http://www.w3.org/TR/REC-html40/loose.dtd"><html><head> <title>Description of acovf</title> <meta name="keywords" content="acovf"> <meta name="description" content="ACOVF estimates autocovariance function (not normalized)"> <meta http-equiv="Content-Type" content="text/html; charset=iso-8859-1"> <meta name="generator" content="m2html © 2003 Guillaume Flandin"> <meta name="robots" content="index, follow"> <link type="text/css" rel="stylesheet" href="../m2html.css"></head><body><a name="_top"></a><div><a href="../index.html">Home</a> > <a href="index.html">tsa</a> > acovf.m</div><!--<table width="100%"><tr><td align="left"><a href="../index.html"><img alt="<" border="0" src="../left.png"> Master index</a></td><td align="right"><a href="index.html">Index for tsa <img alt=">" border="0" src="../right.png"></a></td></tr></table>--><h1>acovf</h1><h2><a name="_name"></a>PURPOSE <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2><div class="box"><strong>ACOVF estimates autocovariance function (not normalized)</strong></div><h2><a name="_synopsis"></a>SYNOPSIS <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2><div class="box"><strong>function [ACF,NN] = acovf(Z,KMAX,Mode,Mode2); </strong></div><h2><a name="_description"></a>DESCRIPTION <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2><div class="fragment"><pre class="comment"> ACOVF estimates autocovariance function (not normalized)
NaN's are interpreted as missing values. [ACF,NN] = acovf(Z,MAXLAG,Mode);
Input: Z Signal (one channel per row);
MAXLAG maximum lag Mode 'biased' : normalizes with N 'unbiased': normalizes with N-lag 'coeff' : normalizes such that lag 0 is 1 others : no normalization</pre></div><!-- crossreference --><h2><a name="_cross"></a>CROSS-REFERENCE INFORMATION <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>This function calls:<ul style="list-style-image:url(../matlabicon.gif)"></ul>This function is called by:<ul style="list-style-image:url(../matlabicon.gif)"><li><a href="acorf.html" class="code" title="function [AUTOCOV,stderr,lpq,qpval] = acorf(Z,N);">acorf</a> Calculates autocorrelations for multiple data series.</li><li><a href="invest0.html" class="code" title="function [AutoCov,AutoCorr,MX,E,NC]=invest0(Y,Pmax,Mode);">invest0</a> First Investigation of a signal (time series) - automated part</li><li><a href="pacf.html" class="code" title="function [PARCOR,sig,cil,ciu]= pacf(Z,KMAX);">pacf</a> Partial Autocorrelation function</li></ul><!-- crossreference --><hr><address>Generated on Tue 17-Aug-2004 00:13:21 by <strong><a href="http://www.artefact.tk/software/matlab/m2html/">m2html</a></strong> © 2003</address></body></html>⌨️ 快捷键说明
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