IRIS Toolbox Reference Manual

## acf

Autocovariance and autocorrelation functions for VAR variables

#### Syntax

    [C,R] = acf(V,...)

#### Input arguments

- `V` [ VAR ] - VAR object for which the ACF will be computed.

#### Output arguments

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

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

#### Options

- `'applyTo='` [ logical | `Inf` ] - Logical index of variables to which the `'filter='` will be applied; the default Inf means all variables.

- `'filter='` [ char | empty ] - Linear filter that is applied to variables specified by 'applyto'.

- `'nfreq='` [ numeric | `256` ] - Number of equally spaced frequencies over which the 'filter' is numerically integrated.

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

- `'output='` [ `'namedmat'` | `'numeric'` ] - Return matrices `C` and `R` as either namedmat objects (matrices with named rows and columns) or plain numeric arrays.

- `'progress='` [ `true` | `false` ] - Display progress bar in the command window.

#### Description

#### Example

IRIS Toolbox. Copyright © 2007—2013 Jaromir Benes.