How can I calculate serial correlations?

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Giorgi
Giorgi 2014 年 9 月 3 日
コメント済み: Giorgi 2014 年 9 月 8 日
Hello Matlab gurus! well I have input data that is a matrix 140 3, and I want to calculate 1st Order Serial Correlation, 2st Order Serial Correlation, 3st Order Serial Correlation and 4st Order Serial Correlation, but I do not know with which function I am able to do it. Any ideas?

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Roger Wohlwend
Roger Wohlwend 2014 年 9 月 4 日
編集済み: Roger Wohlwend 2014 年 9 月 4 日
I recommend the function autocorr , but you need the Econometrics toolbox for that. The alternative is the function corr .
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Roger Wohlwend
Roger Wohlwend 2014 年 9 月 5 日
編集済み: Roger Wohlwend 2014 年 9 月 5 日
Are you sure that the functions give incorrect answers? In general the error lies with the person who thinks that the functions don't work, and not with the functions. What makes you believe the functions give incorrect answers? What are the results? And what does the input data look like?
Giorgi
Giorgi 2014 年 9 月 8 日
well I did it in excel at university and it was correct after that i wanted to do it in matlab and tried all the functions but the answers were incorrect

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