Compute covariance at various lags [=correlation(x-mean(x),y-mean(y))].
[R, lag] = xcov (X) ... = xcov (X, Y) ... = xcov (..., maxlag) ... = xcov (..., scale)
Input vector
if specified, compute cross-covariance between X and Y, otherwise compute autocovariance of X.
is specified, use lag range [-maxlag:maxlag], otherwise use range [-n+1:n-1].
for covariance=raw/N,
for covariance=raw/(N-|lag|),
for covariance=raw/(covariance at lag 0),
for covariance=raw
is the default.
Compute covariance at various lags [=correlation(x-mean(x),y-mean(y))]. Returns the covariance for each lag in the range, plus an optional vector of lags.