Tracking autocorrelation over time
1 Ansicht (letzte 30 Tage)
Ältere Kommentare anzeigen
Hello all, I am currently analyzing simulated time-series data, and unfortunately, I'm running into the issue of simulating in MATLAB, but having to run the statistics in R.
In essence, what I'm looking for is a function/method that would allow me to track the rise/drop in autocorrelation over time, at lag 1 (acf(1)). Can someone please point me towards a solution to this problem, or perhaps suggest the correct function? Please see image below. Top left is the plotted time series, bottom right is acf(1), the plot I'm trying to replicate in MATLAB. I've attached the CSV file.
So far, all I've found are methods that plot autocorrelation at different lags. Being able to do this in MATLAB would considerably increase the speed at which I can analyze multiple time-series.
Thank you in advance for all your help.
0 Kommentare
Antworten (0)
Siehe auch
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!