autoCorrelation ( table )
Purpose: Returns a table with the autocorrelation coefficients
of the data against the time lag of each
array:
r_k = (1/(N-k)) sum(i=1 to (N-k): (x(i) - mean)
(x(i+k) - mean)) /
((1/N) sum(i=1 to N: (x(i) - mean)^2)),
where r_k is the lag of time k autocorrelation
coefficient (1 <= k < N), x(i)'s are the n data
values. Used by: Plugin
Uses: Table, AnalysisPlugins, stats, Numeric
Input: table : Table
Output: autoCorrelation : Table
Preconditions: None
Postconditions: None
SRS Refs: 3.2.1.3e
Author: mayadm
Date: 18/8/02
|
Exceptions
|
|
CustomError, 'Autocorrelation plugin cannot find Linear' 'Interpolation plugin to use'
|
|