autocorr.m [Sample Autocorrelation] - from which MATLAB version on?

I have several scripts which I took from another computer with another MATLAB installation (I don't remember which release).

They contain the autocorr function. However on my current release 2015b this function is not known. I was wondering from whcih version on autocorr was available. Thank you

Answer 1

[Walter Roberson]

autocorr -- with that exact name -- dates back to R2006b or perhaps earlier. However, it is part of the Econometrics Toolbox.

You can calculate the autocorrelation sequence of a vector with itself using xcorr with a single input.

[Markus Gschwind]

Thanks. Is there a doc available of "autocorr"? So that I can replace the "autocorr(Timesiries, 62 samples) " with "xcorr(ANDE HERE WHAT EXACTLY?) Or do I need to write my own autocorr function using xcorr? Thank you!

[Walter Roberson]

https://www.mathworks.com/help/econ/autocorr.html

Unfortunately I do not know if "autocorrelation sequence" (xcorr) and "autocorrelation function" (autocorr) are the same thing or not. If they are not, then see https://www.mathworks.com/support/search.html?q=autocorrelation%20function&fq%5B%5D=asset_type_name:fileexchange&page=1&s_tid=CRUX_topnav

[Markus Gschwind]

I found the explanation of the difference between autocorr, xcorr and xcov here:

https://groups.google.com/g/comp.soft-sys.matlab/c/H5PDoPIiQNs

I use now [acf,lags] = xcov(Timeseies,62 samples),

but then the lags and acf hve to be cut down to the half: mylags = lags(63:end), myacf = acf(63:end)

As such it is perfectly the same as autocorr.

Thanks again!