Auto-Correlation, Partial Auto-Correlation, Cross Correlation and Partial Cross Correlation Function

This allows evaluation of ACC, PACC, CCF, PCCF as the function of lags.

Version 1.1.0 (3.05 KB)
1.4K Downloads
(3)
23 Aug 2013
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Cite As

Adel Fazel (2026). Auto-Correlation, Partial Auto-Correlation, Cross Correlation and Partial Cross Correlation Function (https://au.mathworks.com/matlabcentral/fileexchange/43172-auto-correlation-partial-auto-correlation-cross-correlation-and-partial-cross-correlation-function), MATLAB Central File Exchange. Retrieved .

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Find more on Conditional Mean Models in Help Center and MATLAB Answers

General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
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Version Published Release Notes
1.1.0

Cross-Correlation is added for enhanced functionality
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1.0.0

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