computation of autocovariance
- To: mathgroup at smc.vnet.net
- Subject: [mg46144] computation of autocovariance
- From: "paolo" <tarpanelli at libero.it>
- Date: Sat, 7 Feb 2004 23:36:00 -0500 (EST)
- Sender: owner-wri-mathgroup at wolfram.com
I am computing the autocovariance, with temporal lags from 1 to 60, of a time serie but my procedure does not works.
Can you help me?
x={timeserie}
For[j=1,j<61,j++,
autocovS[[j]]=1/Length[x]-j + Sum[(x[[i]]-Mean[x])*(x[[i+j]]-Mean[x]),{i,1,Length[x]-j-1,1}]]
when i evaluate the procedure, Mathematica reply
"Part specification autocovS?j? is longer than depth of object."
thanks
Paolo Tarpanelli