create a column plot of the autocorrelations of data
data set (1-dimensional), DataSeries
(optional) equation(s) of the form option=value where option is one of lags or nocaption or any option recognized by Statistics[ColumnPlot].
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 N⁡0,1L, 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.
L ≔ LinearAlgebra:-RandomVectorrow⁡10000,generator=0..1
Autocorrelation can be used to create correlograms which are useful for detecting periodicity in signals.
R ≔ seq⁡1⁢evalf⁡sin⁡17.2⁢i⁢cos⁡13.8⁢i+1.17+rand⁡0..1⁡⋅233,i=1..500
Periodicity in a time series can be observed with Autocorrelation.
Data ≔ Import⁡datasets/sunspots.csv,base=datadir,output=Matrix
tsData ≔ TimeSeries⁡Data265..310,2
tsData≔Time seriesdata set46 rows of data:1973 - 2018
The Statistics[Correlogram] command was introduced in Maple 2019.
For more information on Maple 2019 changes, see Updates in Maple 2019.
Download Help Document
What kind of issue would you like to report? (Optional)