Macro. Performs a time domain auto-correlation of a series.
A series or table.
W1: gsin(128, 1/128, 4.0)
calculates the auto-correlation of a sine wave.
W1: grand(128, 1/128)
calculates the auto-correlation of the random series.
AUTOCOR is often used to indicate how "similar" a waveform is to itself. The auto-correlation of the above sine wave shows several distinct peaks, indicating that the series at time t is similar to the series at time t+T.
The auto-correlation of the random series shows only one distinct peak, indicating that the series is correlated at time t=0 (as are all series) and dissimilar elsewhere.
Use ACORR to specify normalization factors.