--- Aleksandar Donev <[log in to unmask]> wrote:
> Hi,
> Does anyone have a simple and free Fortran code to
> calculate cross/auto
> correlation between two time sequences for all lags
> between 0 and some input
> number? It doesn't have to be the fastest FFT-based
> code or anything, just
> something simple and easy to plug in quickly.
> Thanks,
> Aleks
The "standard" Fortran library for time series
analysis is STARPAC, which John Burkardt has
translated to free format Fortran 90 at
http://people.scs.fsu.edu/~burkardt/f_src/starpac/starpac.html
. It has routines to compute the ACF and CCF of time
series.
Regards,
Vivek Rao
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