Programmer Guide/Command Reference/EVAL/corrfun

corrfun

corrfun(x, lags, scale)
lags	the number of coefficients	def.=nrow(x)/2
scale	the scaling	def.=0
	0=no scaling
	1=scaling with "1 / nrow(x)",
	2=scaling with "1 / (nrow(x) - lag)"

The result is a vector with lags elements. |- |corrfun(x, y, lags, scale) |Calculate the coefficients 0..lags-1 of the cross-correlation function of the vectors x and y. The parameters are the same as for the auto-correlation function. |}