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How can I calculate serial correlations?

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Giorgi
Giorgi on 3 Sep 2014
Commented: Giorgi on 8 Sep 2014
Hello Matlab gurus! well I have input data that is a matrix 140 3, and I want to calculate 1st Order Serial Correlation, 2st Order Serial Correlation, 3st Order Serial Correlation and 4st Order Serial Correlation, but I do not know with which function I am able to do it. Any ideas?

Answers (1)

Roger Wohlwend
Roger Wohlwend on 4 Sep 2014
Edited: Roger Wohlwend on 4 Sep 2014
I recommend the function autocorr , but you need the Econometrics toolbox for that. The alternative is the function corr .
  3 Comments
Giorgi
Giorgi on 8 Sep 2014
well I did it in excel at university and it was correct after that i wanted to do it in matlab and tried all the functions but the answers were incorrect

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