stat3.m

Satatistical program for variancy

clear;clc;

N = 1000;

f = 1;

df = 20*f;

lmax = 0.1*N;

%x = rand(1,N);
x = sin(2*pi*f/df*(1:N));%rand(N,1);

xsr = 1/N*sum(x);

l=1;


for l=1:N*0.1
    for i=1:N-l
        if (i==1)
            R(i) = (((x(i) - xsr)*(x(i + l) - xsr)));
        else
            R(i) = (R(i-1) + ((x(i) - xsr)*(x(i + l) - xsr)));
        end
    end
end

R = R.*1/N;

plot((1:N-1),R,'r',(1:N-1),x(1:N-1),'g')