Hello,
I have just made some tests with the correl function of the "Numerical
Recipes" (www.nr.com,
http://library.lanl.gov/numerical/bookcpdf/c13-2.pdf). I am interessted
in the autocorrelation (== both input sets are equal).
When the input (1..8) is
0, 1, 0, 0, 1, 0, 0, 0
The Result is
2, 0, 0, 1, 0, 1, 0, 0
Using the given reordering the result should be interpreted as
Source 0 1 0 0 1 0 0 0
Lag -3 -2 -1 0 +1 +2 +3 +4
Answer 1 0 0 2 0 0 1 0
Q: Could somebody confirm that this is correct?
It seems correct for me, because in the source the two "1" have a
distance of 3, so the result shows a correlation at +- 3.
Thanks
Ekkehard