%% Autocovariance of White Gaussian Noise
% Display the estimated autocovariance of white Gaussian noise, c_{ww}(m), for -10 \le m \le 10. Reset the random number generator for reproducible results. Normalize the sequence so that it is unity at zero lag.

rng default

ww = randn(1000,1);
[cov_ww,lags] = xcov(ww,10,'coeff');

stem(lags,cov_ww)

% Copyright 2015 The MathWorks, Inc.