Given a vector "x", computes the autocorrelation function A = <x(t) x(0)>/<x(0) x(0)>. If a second argument NA is specified, only the first NA elements of "A" are computed; otherwise, NA = N - 1 by default.

autocorr.m

function A = autocorr(x, NA) 
%
% Given a vector "x", computes the autocorrelation function A = <x(t) x(0)>/<x(0) x(0)>
%
% If a second argument NA is specified, only the first NA elements of "A" are computed 
% Otherwise, NA = N - 1 by default.
%

  x = x - mean(x);     % subtract mean from "x"
  N = length(x);       % size of "x"

				% 
				% If NA is not specified
				%
  if(nargin < 2)
    NA = N - 1;
  end
  
  A      = zeros(NA,1);
  
				%
				% Calculation below is written for clarity
				% and not for speed
				%
  for i = 1:NA

    x1 = x(1:N-i+1);  % both terms have N - i + 1 terms
    x2 = x(i:N);

    A(i) = mean(x1 .* x2);

  end

  A = A/A(1);

end