Statistics
Correlogram
create a column plot of the autocorrelations of data
Calling Sequence
Parameters
Description
Examples
Compatibility
Correlogram(X, options)
AutoCorrelationPlot(X, options)
X
-
data set (1-dimensional), DataSeries
options
(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 , 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.
Autocorrelation can be used to create correlograms which are useful for detecting periodicity in signals.
Periodicity in a time series can be observed with Autocorrelation.
The Statistics[Correlogram] command was introduced in Maple 2019.
For more information on Maple 2019 changes, see Updates in Maple 2019.
See Also
SignalProcessing:-AutoCorrelation
Statistics:-AutoCorrelation
Statistics:-ColumnPlot
TimeSeriesAnalysis
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