topa_timecorrelate
Statistics
Parameters
x
in
required
type: array
lag
in
required
type: scalar or vector
Keywords
COVARIANCE
DOUBLE
NVAL
Examples
Define an n-element sample population.
IDL> x = [3.73, 3.67, 3.77, 3.83, 4.67, 5.87, 6.70, 6.97, 6.40, 5.57]
Compute the autocorrelation of X for LAG = -3, 0, 1, 3, 4, 8
IDL> lag = [-3, 0, 1, 3, 4, 8]
IDL> result = a_correlate(x, lag)
The result should be:
[0.0146185, 1.00000, 0.810879, 0.0146185, -0.325279, -0.151684]
Version history
Version
$Id: a_timecorrelate.pro 371 2008-08-07 09:32:02Z pinsard $
History
24/2/2000 Sebastien Masson (smasson@lodyc.jussieu.fr)
Based on the A_CORRELATE procedure of IDL
INTRODUCTION TO STATISTICAL TIME SERIES
Wayne A. Fuller
ISBN 0-471-28715-6
Statistics
McCabe cyclic | 14 |
McCabe essential | 1 |
McCabe modular design | 1 |