Autocorrelation Matrix

[Fluxengr]

Is there a function for the autocorrelation matrix?

Thanks

[johnsold]

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

Lynn

[Fluxengr]

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

[Nanxiong_Zhang]

Is the attached what you want?