function R=f_autocorr(SDATA, SF) %** function to compute autocorrelation following Davis, 1986 % % SDATA (detrended) time series % SF sample frequency % tau lag, use 1/4 time series length % R correlation % N=length(SDATA); tau=floor(N/4); R=zeros(tau,2); R(:,1)=[1:tau]*SF; for t=1:tau R(t,2)=sum(SDATA(1+t:N).*SDATA(1:N-t))-sum(SDATA(1+t:N))*sum(SDATA(1:N-t))/ ... sqrt( (sum(SDATA(1+t:N).^2)- sum(SDATA(1+t:N))^2) * (sum(SDATA(1:N-t).^2)- sum(SDATA(1:N-t))^2) ); end