Wolfram Function Repository

Instant-use add-on functions for the Wolfram Language

Function Repository Resource:

 Correlogram

Source Notebook

Visualize the autocorrelation of data

Contributed by: Jon McLoone

ResourceFunction["Correlogram"][data]

plots the autocorrelation of data.

Examples

Basic Examples (2) 

Noisy data with an underlying sine wave does not appear to have any structure:

In[1]:=
data = Table[Sin[2 \[Pi] x/100] + 10 Random[], {x, 0, 600}]; ListPlot[data]
Out[2]=

The correlogram reveals the hidden periodic signal:

In[3]:=
ResourceFunction["Correlogram"][data]
Out[3]=

Options (1) 

Correlogram supports the same options as ListLinePlot:

In[4]:=
ResourceFunction["Correlogram"][data, Axes -> False]
Out[4]=

Publisher

Jon McLoone

Requirements

Wolfram Language 11.3 (March 2018) or above

Version History

  • 1.0.0 – 07 February 2019

License Information