function?result?=?acf?（seriesilag）
%?PURPOSE:?computes?the?autocorrelation?function?of?the?columns?of?series?up?to?lag?ilag
%?-----------------------------------------------------
%?USAGE:?????m?=?acf（seriesilag）
%??where:????series?=?a?matrix?of?time?series	
%????????????ilag?=?a?integer?of?upbound?lag
%?-----------------------------------------------------
%?RETURNS:??m?=?a?correlogram?of?series.
%?-----------------------------------------------------?????????????
%?NOTE:?
%?-----------------------------------------------------
%?ACKNOWLEDGEMENT:?The?original?ARFIMA?code?was?written?by?Jurgen?A?Doornik
%?-----------------------------------------------------

%?The?matlab?port?written?and?changed?by:
%?Ying?Ma
%?yingma@email.com

????if??length（series）?==?0?|?nargin?????????error（‘The?series?and?lag?must?not?be?empty.‘）;
????end
????
????
????[nT?n]?=?size（series）;

????m?=?series?-?ones（nT1）*mean（series1）;
????
????result?=?zeros（ilag+1n）;?%initial?results
????
????vec0?=?diag（m‘*m）;
????result（1:）?=?vec0‘;
????result（1:）?=?result（1:）./vec0‘;
????
????for?i=2:ilag+1
????????vec?=?diag（m‘*lagmatrix（mi-1））;
????????result（i:）?=???vec‘;
????????result（i:）?=?result（i:）./vec0‘;
????end

?屬性????????????大小?????日期????時間???名稱
-----------?---------??----------?-----??----
?????目錄???????????0??2017-03-10?13:49??arfima\
?????文件???????27648??2017-02-10?17:38??arfima\000001.xls
?????文件????????1254??2003-10-16?14:10??arfima\acf.m
?????文件????????1869??2003-10-16?14:10??arfima\acfilter.m
?????文件????????2682??2003-10-24?10:48??arfima\acv.m
?????文件????????1670??2017-02-12?10:41??arfima\arfima_d.asv
?????文件????????2208??2017-03-10?13:40??arfima\arfima_d.m
?????文件????????2419??2003-10-16?14:10??arfima\DoCovar.m
?????文件????????4994??2003-10-24?11:16??arfima\DoEstimation.m
?????文件????????7811??2017-02-12?13:43??arfima\Doforecast.m
?????文件????????4702??2017-02-10?17:32??arfima\DoInit.m
?????文件????????1988??2003-10-16?17:42??arfima\EstimateGPH.m
?????文件???????13036??2002-08-23?04:47??arfima\ff.mat
?????文件????????1098??2003-10-16?14:12??arfima\FlipMA.m
?????文件????????9133??2002-08-23?23:23??arfima\gce.mat
?????文件????????1056??2003-10-16?14:12??arfima\hessian.m
?????文件????????1140??2003-10-16?17:44??arfima\hypergm.m
?????文件????????1171??2003-10-16?14:12??arfima\IsStationary.m
?????文件????????4361??2003-10-16?17:39??arfima\lagmatrix.m
?????文件????????2805??2003-10-16?17:38??arfima\LogEMLik.m
?????文件????????3170??2003-10-16?17:39??arfima\LogMPLik.m
?????文件?????????735??2003-10-16?10:48??arfima\olsv.m
?????文件????????1302??2003-10-16?17:41??arfima\pacf.m
?????文件????????1346??2003-10-16?17:43??arfima\powerdiff.m
?????文件????????1270??2003-10-16?14:12??arfima\SolveAR.m
?????文件????????2112??2003-10-24?13:49??arfima\SolveMA.m
?????文件?????????707??2003-10-16?17:41??arfima\TrimMatrix.m
?????文件????????8222??2017-03-10?13:49??arfima\隨機預測值.fig