IRIS Toolbox Reference Manual

## acf

Sample autocovariance and autocorrelation functions

#### Syntax

    [C,R] = acf(X)
    [C,R] = acf(X,Dates,...)

#### Input arguments

- `X` [ tseries ] - Tseries object.

- `Dates` [ numeric | Inf ] - Dates or date range on which tseries data will be used.

#### Output arguments

- `C` [ numeric ] - Auto-/cross-covariance matrices.

- `R` [ numeric ] - Auto-/cross-correlation matrices.

#### Options

- `'demean='` [ `true` | `false` ] - Remove mean from the data before computing the ACF.

- `'order='` [ numeric | `0` ] - Order up to which the ACF will be computed.

- `'smallSample='` [ `true` | `false` ] - Adjust degrees of freedom for small samples.

#### Description

#### Example

IRIS Toolbox. Copyright © 2007—2013 Jaromir Benes.