how to plot auto correlation and cross correlation function in a single figure?
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while plotting the ACf and CCF i didnt get the negative side of Auto correlation fucntion. I am getting only positive side only.
x=sin(2*pi*f/fs*t);
y=cos(2*pi*f/fs*t);
[ACF,Lags,Bounds] = autocorr(x,nLags,nSTDs);
[XCF,Lag,Bound] = crosscorr(x,y,nLags,nSTDs);
plot(Lags,ACF);
hold on
plot(Lag,XCF);
grid on
i getting output like given figure. Help me to get the negative side of the ACF.
2 Comments
Adam
on 20 Jan 2017
Did you read the help for autocorr?
'The elements of acf correspond to lags 0,1,2,...,numLags. The first element, which corresponds to lag 0, is unity (i.e., acf(1) = 1).'
Answers (1)
David J. Mack
on 20 Jan 2017
Edited: David J. Mack
on 20 Jan 2017
The negative autocorrelation is the same as the positive as you use the same signal for the correlation. So if you want to pretend there is a negative part:
plot([-Lags(end:-1:1) Lags],[ACF(end:-1:1) ACF]);
Greetings, David
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