cross correlation/covariance function?

[E. Joshua Rigler]

What I need to do is calculate the cross-covariance vector between two
time series, in a similar manner to the autocov.m function in the signal
processing toolbox, except allowing for negative lag times.  I can
certainly write my own function, using any of a number of different
methods, but it seems to me that this is something that would be
available by default in Octave (although have to admit, it doesn't
appear as though Matlab has such a function either).

Do I need to write my own function?  Does anyone know of a quick and
simple "trick"?  Am I crazy for expecting this kind of functionality by
default?

-EJR



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