% function c=covar(x)
%       Calculate and plot the covariance function of a series
%       Written by Marinna Martini

function c=covar(x);

n = max(size(x));

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

N = (1/n);              % calculate the normalization factor
c = N*conv(x,x);        % convolve x with itself

plot(c)
title('Covariance Function')
ylabel('Magnitude')
xlabel('Lag')