How can I generate the Autocorrelation matrix of a vector of random variables?
24 views (last 30 days)
Show older comments
Consider a vector containing random variables such as the following:
y=rand(10,1);
How can I evaluate the autocorrelation between all the components of the vector? I want to obtain the 10x10 autocorrelation matrix of the vector.
0 Comments
Answers (1)
Munish Raj
on 1 Mar 2019
Hello Mohamad,
MATLAB’s auto correlation function can be used for this purpose.
The following is a sample code on how you would use it
y=rand(10,1); %derfine a random vector
[acf,lags,bounds] = autocorr(y) %autocorrelate the vector
plot(acf) %plots the autocorrelated vector
0 Comments
See Also
Categories
Find more on Calendar in Help Center and File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!