octave-bug-tracker
[Top][All Lists]
Advanced

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[Octave-bug-tracker] [bug #62161] [octave forge] (tsa) acorf depends on


From: Muhali
Subject: [Octave-bug-tracker] [bug #62161] [octave forge] (tsa) acorf depends on constant
Date: Wed, 9 Mar 2022 10:56:44 -0500 (EST)

URL:
  <https://savannah.gnu.org/bugs/?62161>

                 Summary: [octave forge] (tsa) acorf depends on constant
                 Project: GNU Octave
            Submitted by: muhali
            Submitted on: Wed 09 Mar 2022 07:56:42 AM PST
                Category: Octave Forge Package
                Severity: 3 - Normal
                Priority: 5 - Normal
              Item Group: Incorrect Result
                  Status: None
             Assigned to: None
         Originator Name: 
        Originator Email: 
             Open/Closed: Open
                 Release: 6.4.0
         Discussion Lock: Any
        Operating System: GNU/Linux

    _______________________________________________________

Details:

This code


pkg load signal tsa

x = arma_rnd(0.7, [], 1, 100) ;
acorf((1:10)' + x', 1)


demonstrates that the acorf function is not independent of adding a constant.
This contradicts intuition as well as corresponding packages from Matlab
(autocorr) and R (acf).




    _______________________________________________________

Reply to this item at:

  <https://savannah.gnu.org/bugs/?62161>

_______________________________________________
  Message sent via Savannah
  https://savannah.gnu.org/




reply via email to

[Prev in Thread] Current Thread [Next in Thread]