Hi Skip, This is not an elegant version but should do the job.
mean=: +/%# acor=: 3 : 0 : (+/(((-y)}.x)-mean x)*(y}.x)-mean x)%+/*:(x-mean x) ) Here is an example data set and output of the first 10 autocorrelations: http://www.itl.nist.gov/div898/handbook/eda/section4/eda4251.htm http://www.itl.nist.gov/div898/handbook/eda/section3/eda35c.htm $lev=.,0".'m' freads 'h:/data/j/lev.dat' 200 lev acor "(_ 0) i.10 1 _0.307305 _0.74035 0.774689 0.205155 _0.898156 0.376064 0.632847 _0.769256 _0.124871 Best Regards, Esa -----Original Message----- From: [email protected] [mailto:[email protected]] On Behalf Of Skip Cave Sent: 29. heinäkuuta 2013 1:34 To: [email protected] Subject: [Jprogramming] Autocorrelation Looking over the J Software site, I can't seem to find any discussions or code on autocorrelation. I see a correlation function in statfns.ijs, but no autocorrelation, where the data is correlated with itself using a sliding window. I want to make autocorrelation plots on certain integer data files, and I don't want to re-invent the wheel, if possible. Skip -- Skip Cave Cave Consulting LLC ---------------------------------------------------------------------- For information about J forums see http://www.jsoftware.com/forums.htm ---------------------------------------------------------------------- For information about J forums see http://www.jsoftware.com/forums.htm
