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Statistics

  

Correlogram

  

create a column plot of the autocorrelations of data

 

Calling Sequence

Parameters

Description

Examples

Compatibility

Calling Sequence

Correlogram(X, options)

AutoCorrelationPlot(X, options)

Parameters

X

-

data set (1-dimensional), DataSeries

options

-

(optional) equation(s) of the form option=value where option is one of lags or nocaption or any option recognized by Statistics[ColumnPlot].

Description

• 

The Correlogram command computes autocorrelations of the data X and displays them as a column plot with dashed lines indicating the lower and upper 95% confidence bands for the normal distribution N0,1L, where L is the size of the sample X, and a caption reporting how many of the displayed columns lie outside of the bands of plus or minus 2, 3, and 4 standard deviations respectively.

• 

The AutoCorrelationPlot command is provided as an alias.

Examples

withStatistics:

LLinearAlgebra:-RandomVectorrow10000,generator=0..1

(1)

CorrelogramL

CorrelogramL,lags=100

CorrelogramL,nocaption

Autocorrelation can be used to create correlograms which are useful for detecting periodicity in signals.

Rseq1evalfsin17.2icos13.8i+1.17+rand0..1233,i=1..500

(2)

LineChartR,size=0.5,golden

CorrelogramR,lags=100

Periodicity in a time series can be observed with Autocorrelation.

withTimeSeriesAnalysis:

DataImportdatasets/sunspots.csv,base=datadir,output=Matrix

(3)

tsDataTimeSeriesData265..310,2

tsDataTime seriesdata set46 rows of data:1973 - 2018

(4)

CorrelogramGetDatatsData

Compatibility

• 

The Statistics[Correlogram] command was introduced in Maple 2019.

• 

For more information on Maple 2019 changes, see Updates in Maple 2019.

See Also

SignalProcessing:-AutoCorrelation

Statistics:-AutoCorrelation

Statistics:-ColumnPlot

TimeSeriesAnalysis