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probability or statistics - Function for Autocorrelation


Is there a built in function to compute the autocorrelation of a signal ?




Answer



From the help file for ListConvolve, to find the autocorrelation of a list:


data = Table[Mod[i^2, 17], {i, 100}];
autocorrelation = ListConvolve[data, data, {1, 1}];
ListLinePlot[autocorrelation ]

Mathematica graphics


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