📄 autocor.html

📁 时间序列工具
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<html> <head><title>Autocorrelation function</title></head><body bgcolor="#ffffff"><h3>Autocorrelation function</h3><font color=blue><tt>autocor [-v -p -P -o </tt><em>outfile</em><tt> -l# -x# -c# -V# -h] </tt><em> file(s)</em></font><blockquote>   <br>     <font color=blue><tt> -v  </tt></font>give unnormalised autocovariance   <br>     <font color=blue><tt> -p  </tt></font>assume periodic continuation   <br>     <font color=blue><tt> -P  </tt></font>assume periodic continuation exactly   <br>     <font color=blue><tt> -l  </tt></font>number of values to be read (all)   <br>     <font color=blue><tt> -x  </tt></font>number of values to be skipped (0)   <br>     <font color=blue><tt> -c  </tt></font><a href=../general.html#column>column to be read</a> (1 or <font color=blue><em>file</em></font>,#)   <br>     <font color=blue><tt> -o  </tt></font><a href=../general.html#outfile>output file name</a>, just <font color=blue><tt> -o  </tt></font>means <font color=blue><em>file</em></font><font color=blue><tt>_co</tt></font>   <br>     <font color=blue><tt> -V  </tt></font><a href=../general.html#verbosity>verbosity level</a> (0 = only fatal errors)   <br>     <font color=blue><tt> -h  </tt></font>show this message</blockquote>Computes the autocorrelation (or with <font color=blue><tt>-v</tt></font> theautocovariance) function of a time series. This routine uses the FFT forconvolution and should thus asymptotically be faster than <ahref="../docs_c/corr.html">corr</a>.By default, zero padding is used, that is, no periodic continuation is assumed.With the option <font color=blue><tt>-P</tt></font>, it is assumed that thedata is exactly one period of a periodic function. If the number of data pointsis not factorisable with factors of 2,3, or 5, a slow Fourier transform wouldhave to be used. Therefore, with the option <fontcolor=blue><tt>-p</tt></font>, approximate periodicity can be imposed byfinding the largest part of the time series that <em>is</em> thus factorisable.Output file <font color=blue><em>file</em><tt>_co</tt></font>.<hr>See also <a href="../docs_c/corr.html">corr</a><hr><a href="../contents.html">Table of Contents</a> * <a href="../../index.html" target="_top">TISEAN home</a></body></html>
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