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Autocorrelation Matrix

Autocorrelation Matrix

‎08-17-2005 10:09 AM

Is there a function for the autocorrelation matrix?
Thanks
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Re: Autocorrelation Matrix

‎08-18-2005 09:50 AM

From the Functions palette >> Analyze >> Signal Processing >> Time Domain >> AutoCorrelation. Also CrossCorrelation is available. These may not be in the base package.

Lynn
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Re: Autocorrelation Matrix

‎08-19-2005 08:46 AM

But that function only gives you results for R0. What about the entire matrix..R1,R2...R-1,R-2...?
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Re: Autocorrelation Matrix

‎08-22-2005 10:22 PM

Is the attached what you want?
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