Provided by: gbutils_5.7.1-1_amd64 #### NAME

       gbacorr - Compute auto/cross-correlation coefficients



#### SYNOPSIS

       gbacorr [options]



#### DESCRIPTION

       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



#### EXAMPLES

       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



#### AUTHOR

       Written by Giulio Bottazzi



#### REPORTINGBUGS

       Report bugs to <gbutils@googlegroups.com>


       Copyright © 2001-2018 Giulio Bottazzi This program is free software; you can  redistribute