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:1977 - 2022
The Statistics[Correlogram] command was introduced in Maple 2019.
For more information on Maple 2019 changes, see Updates in Maple 2019.
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