% function [c,l]=correl(x)
%       Calculate and plot the correllation function of a series
%       Written by Marinna Martini

function [c,l]=correl(x);

n = max(size(x));

m = mean(x);
x = x - m;               % remove the mean

N = (1/n)*(1/cov(x));    % calculate the normalization factor
c = N*xcorr(x);  

k=max(size(c))
for i=0:k-1,        % set up the lags
        l(i+1)=(-n)+i;
end
size(l)

plot(l,c)
title('Correlation Function')
ylabel('Magnitude')
xlabel('Lag')