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gbacorr - Compute auto/cross-correlation coefficients

**gbacorr** [*options*]

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

- 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

- 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

**-M**- choose the method (default '0'):
- 0
- auto/cross-correlation with mean removal,
- 1
- auto/cross-correlation without mean removal
**-t**- set range of t (default '0,10'), accept negative integers
**-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.
**-F**- specify the input fields separators (default " \t")
**-h**- this help

- 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

Written by Giulio Bottazzi

Report bugs to <gbutils@googlegroups.com>

Package home page <http://cafim.sssup.it/~giulio/software/gbutils/index.html>

Copyright © 2001-2018 Giulio Bottazzi This program is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License (version 2) as published by the Free Software Foundation;

This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details.

March 2018 | gbacorr 5.7.1 |