close all; clear all; data = load('dat26v1.dat'); % Get extremes, window of 50 samples extrem = extremes(data, 0, 50); % get maxima indexes % timeseries of maxima and of their corresponding times maxima_inds = extrem(:, 3) == 1; maxima = extrem(maxima_inds, :); maxima_times = maxima(:,1); maxima = maxima(:,2); n = length(maxima); maxtau = 25; alpha = 0.05; zalpha = norminv(1-alpha/2); y = diff(maxima); % Time Series that We will work with, 1st order diff acM = autocorrelation(y, maxtau); autlim = zalpha/sqrt(n); figure clf hold on for ii=1:maxtau plot(acM(ii+1,1)*[1 1],[0 acM(ii+1,2)],'b','linewidth',1.5) end plot([0 maxtau+1],[0 0],'k','linewidth',1.5) plot([0 maxtau+1],autlim*[1 1],'--c','linewidth',1.5) plot([0 maxtau+1],-autlim*[1 1],'--c','linewidth',1.5) xlabel('\tau') ylabel('r(\tau)') title(sprintf('detrended time series by MA(%d) smooth, autocorrelation',maorder)) %---------------------------Show Autocorellation---------------------------