This function calculates the autocorrelation function for the data set "origdata" for a lag timescale of 0 to "endlag" and outputs the autocorrelation function into "a" function a = auto (origdata, endlag); 

function a = auto (data, endlag); 

N=length(data);

now solve for autocorrelation for time lags from zero to endlagfor lag=0:endlag  data1=data(1:N-lag);  

data1=data1-mean(data1); 

data2=data(1+lag:N);  

data2=data2-mean(data2); 

a(lag+1) = sum(data1.*data2)/sqrt(sum(data1.^2).*sum(data2.^2)); 

clear data1 

clear data2

end