[S] autocorrelation matrix

ZHONG LI (zli@welchlink.welch.jhu.edu)
Tue, 4 Aug 1998 16:22:08 -0400 (EDT)


Hi, everyone,

Is there a way to return an autocorrelation (autocovariance) matrix
of a few sequences of data.
t1 t2 t3 t4 t5 t6
seq1: 1 2 3 4
seq2: 2 1 4 3 2 2
seq3: 1 6 5
seq4: 4 5 2 1 2
seq5: 8 7 2 3 1 6

Different sequence could have different length, and I need the
correlation (covariance) between t1& t2, t1&t3, t1&t4,...,t5&t6.

Thank you for your help.

John

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