xcorr function and autocorrelation

Hi,
I need to plot an autocorrelogram from a dataset i have. At some point, the autocorrelation coefficient should be negative. By using the normalization of the xcorr() function, the autocorrelation coefficient is always greater than 0.65. Does someone know how to get the right autocorrelogram from the xcorr() function? Thanks Simon

回答 (1 件)

David St-Amand
David St-Amand 2017 年 10 月 24 日

0 投票

Same question here

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2011 年 4 月 15 日

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2017 年 10 月 24 日

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