Calculates autocorrelations for multiple data series.
Missing values in Z (NaN) are considered.
Also calculates Ljung-Box Q stats and p-values.

[AutoCorr,stderr,lpq,qpval] = acorf(Z,N);
If mean should be removed use
[AutoCorr,stderr,lpq,qpval] = acorf(detrend(Z',0)',N);
If trend should be removed use
[AutoCorr,stderr,lpq,qpval] = acorf(detrend(Z')',N);

INPUT
Z	is data series for which autocorrelations are required
each in a row
N	maximum lag

OUTPUT
AutoCorr nr x N matrix of autocorrelations
stderr   nr x N matrix of (approx) std errors
lpq      nr x M matrix of Ljung-Box Q stats
qpval    nr x N matrix of p-values on Q stats

All input and output parameters are organized in rows, one row
corresponds to one series

REFERENCES:
S. Haykin "Adaptive Filter Theory" 3ed. Prentice Hall, 1996.
M.B. Priestley "Spectral Analysis and Time Series" Academic Press, 1981.
W.S. Wei "Time Series Analysis" Addison Wesley, 1990.
J.S. Bendat and A.G.Persol "Random Data: Analysis and Measurement procedures", Wiley, 1986.