gbacorr1
Compute auto/cross-correlation coefficients
Usage
gbacorr [options]
Overview
Compute auto/cross-correlation coefficients
If the input is a single columns x_1...X_T, the autocorrelation function c(t) is printed, defined as
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c_{t} = 1/(T-t-1) \sum_i (x_i-m) (x_{i+t}-m) /s^2
where m is the sample average and s the standard deviation. With a second column y_1...y_T, the cross-correlation
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c_{t} = 1/(T-t-1) \sum_i (x_i-mx) (y_{i+t}-my) /(sx sy)
is printed where mx and my are the average values of the two columns and sx and sy their standard deviations. With -M 1 it is mx=my=0, the st.dev. is computed accordingly and in the previous formula T-t-1 is replaced by T-t. The range of t is set by option -t. Options
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-M -
choose the method (default '0'):
0
|
auto/cross-correlation with mean removal, |
|---|---|
1
|
auto/cross-correlation without mean removal |
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-t -
set range of t (default '0,10'), accept negative integers
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-p -
specify the confidence level in (0,1). Interval ac_low,ac_hi has a probability 1-confidence to contain the true value. With this option the output becomes: lag ac ac_low ac_hi.
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-F -
specify the input fields separators (default " \t")
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-h -
this help
Examples
gbacorr -t 0,2 'file(1)'
|
first three a.c. coeff. of the first data column |
|---|---|
gbacorr -p 0.05 'file(1:2)' x-corr of the first two columns together with
|
their 5% confidence intervals |
Releases
5 releases since Debian 9 (Stretch); the text changed 3 times.