[julia-users] autocor Why 100 elemnts vector has not 100 elements autocor output ?

[Kristoffer Carlsson]

Because it depends on what lag you use. Presumably you have to change the 
default lag. 

Re: [julia-users] autocor Why 100 elemnts vector has not 100 elements autocor output ?

[Kristoffer Carlsson]

Good thing with opensource is that you can look yourself:

https://github.com/JuliaStats/StatsBase.jl/blob/1090db25cc3afae3c3b737a853a6309b973f839a/src/signalcorr.jl#L124

On Friday, January 8, 2016 at 8:00:00 PM UTC+1, paul analyst wrote:
>
> Thx, 
> how to insert lags ? 
>
> julia> autocor(y,5) 
> ERROR: MethodError: `autocor` has no method matching 
> autocor(::Array{Float64,1}, ::Int64) 
> Closest candidates are: 
>autocor{T<:Real}(::Array{T<:Real,1}, ::AbstractArray{T<:Integer,1}) 
> autocor{T<:Real}(::Union{Array{T<:Real,1},Array{T<:Real,2}}) 
>
> julia> 
> W dniu 2016-01-08 o 19:07, Kristoffer Carlsson pisze: 
> > Because it depends on what lag you use. Presumably you have to change 
> the default lag. 
>
>

Re: [julia-users] autocor Why 100 elemnts vector has not 100 elements autocor output ?

[Paul Analyst]

Thx,
how to insert lags ?

julia> autocor(y,5)
ERROR: MethodError: `autocor` has no method matching 
autocor(::Array{Float64,1}, ::Int64)

Closest candidates are:
  autocor{T<:Real}(::Array{T<:Real,1}, ::AbstractArray{T<:Integer,1})
autocor{T<:Real}(::Union{Array{T<:Real,1},Array{T<:Real,2}})

julia>
W dniu 2016-01-08 o 19:07, Kristoffer Carlsson pisze:

Because it depends on what lag you use. Presumably you have to change the 
default lag.

Re: [julia-users] autocor Why 100 elemnts vector has not 100 elements autocor output ?

[Paul Analyst]

BIG Txh, vector as parameter is something new ;/
Paul
W dniu 2016-01-08 o 20:19, Kristoffer Carlsson pisze:

Good thing with opensource is that you can look yourself:

https://github.com/JuliaStats/StatsBase.jl/blob/1090db25cc3afae3c3b737a853a6309b973f839a/src/signalcorr.jl#L124

On Friday, January 8, 2016 at 8:00:00 PM UTC+1, paul analyst wrote:

Thx,
how to insert lags ?

julia> autocor(y,5)
ERROR: MethodError: `autocor` has no method matching
autocor(::Array{Float64,1}, ::Int64)
Closest candidates are:
   autocor{T<:Real}(::Array{T<:Real,1},
::AbstractArray{T<:Integer,1})
autocor{T<:Real}(::Union{Array{T<:Real,1},Array{T<:Real,2}})

julia>
W dniu 2016-01-08 o 19:07, Kristoffer Carlsson pisze:
> Because it depends on what lag you use. Presumably you have to
change the default lag.

[julia-users] autocor Why 100 elemnts vector has not 100 elements autocor output ?

[paul analyst]

 

julia> using StatsBase


Why 100 elemnts vector has not 100 elements autocor output ?
julia> autocor(rand(10))
10-element Array{Float64,1}:
1.0
0.363742
-0.11318
-0.222987
0.0235896
0.0205071
-0.135124
-0.242747
-0.140223
-0.0535775

julia> autocor(rand(100))
21-element Array{Float64,1}:
1.0
0.0187758
-0.105103
-0.0232407
0.0636284
0.0438567
-0.246789
-0.00484981
0.00894277
-0.0909333
-0.00114724
0.142196
0.0421625
0.0117317
0.109289
0.122338
-0.0507566
-0.114893
0.130828
-0.0543573
-0.0132691