Autocorrelation function

autocor [-v -p -P -o outfile -l# -x# -c# -V# -h] file(s)

-v give unnormalised autocovariance
-p assume periodic continuation
-P assume periodic continuation exactly
-l number of values to be read (all)
-x number of values to be skipped (0)
-c column to be read (1 or file,#)
-o output file name, just -o means file_co
-V verbosity level (0 = only fatal errors)
-h show this message

Computes the autocorrelation (or with -v the autocovariance) function of a time series. This routine uses the FFT for convolution and should thus asymptotically be faster than corr. By default, zero padding is used, that is, no periodic continuation is assumed. With the option -P, it is assumed that the data is exactly one period of a periodic function. If the number of data points is not factorisable with factors of 2,3, or 5, a slow Fourier transform would have to be used. Therefore, with the option -p, approximate periodicity can be imposed by finding the largest part of the time series that is thus factorisable. Output file file_co.