// Updated(3-8-07) // Calculates auto-covariance // Equivalent of xcov(for single input) function [x] = autocov(y) l=length(y); nlags = l; x=corr(y,nlags); x0=x(1); k = 2*l -1; // Shifting the sequence (nlags - 1) times for i = 0:(l - 1) x(k-i) = x(nlags-i); end; // Complete auto covariance sequence formation for i = 0:(l-1) x(i+1) = x(k-i); end; x = nlags*x endfunction;