#!/usr/bin/perl -w $size = 40; # Generate array of random values and calculate sample mean $m = 0; for ($i=0; $i<$size; $i++) { # $t = 0; # Use this for pure random # $t = 4 * sin( $i/2 ); # use this for periodic plus random $t = (2*$i*$i - 5*$i + 3)/($size*$size); # use this for quadratic plus random $t += -1 + rand 2; $x[$i] = $t; $m += $t; print "$t\n"; } $m /= $size; print "----------\n"; # calculate sample covariances for ($h=0; $h<$size-10; $h++) { $sum = 0; for ($t=0; $t<$size-$h; $t++) { $sum += ($x[$t+$h] - $m)*($x[$t] - $m); } $sum /= $size; print "$sum\n"; }