在帮助文件中提到
If nSTDs = [] or is unspecified, the default is 2 (that is, approximate 95 percent confidence interval).
为什么nSTDs=2,confidence interval=95%?因为序列被假定为正态分布吗?
那为什么在帮助的例1中,bounds=(-0.0899,0.0899)?不应该是(-1.96,1.96)??
randn('state', 0) % Start from a known state.
x = randn(1000, 1); % 1000 Gaussian deviates ~ N(0, 1).
y = filter([1 -1 1], 1, x); % Create an MA(2) process.
autocorr(y, [], 2) % Use the same example, but plot the ACF
% sequence with confidence bounds.
Bounds
Bounds =
0.0899
-0.0899