[Octave-bug-tracker] [bug #31474] autocor.m & autocov.m are wrong

[Reginald Beardsley]

Follow-up Comment #9, bug #31474 (project octave):

Amen!

My apologies to all for being so cranky.  I'm fighting a respiratory
infection I picked up at a conference last week and got blindsided by the
multiplicity of definitions. Not that it excuses being rude. 

I would like to urge that periodogram.m also be deprecated as it has the same
issue as autocov.m and autocor.m and since it's nothing more than the Fourier
transform of the autocorrelation, however defined, not of any real benefit. 
It's actually a very poor way to perform a spectral estimate as the variance
does not decrease with increasing sample length.

However, the real problem is the multiplicity of definitions. Box & Jenkins
and company subtract the mean whereas Oppenheim & Schafer and company do not. 
So it is another pit fall for the unwary in an area which is quite difficult
enough already.

Thank you.

Have Fun!
Reg

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