Forums

Autocorrelation

Started by Ekkehard June 15, 2006
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