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 autocorrelation function
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## autocorrelation function

#1
April 11th 05, 11:23 AM
 MOO external usenet poster Posts: n/a
autocorrelation function

Hi

Does anyone know how to calculate an autocorrelation function in Excel?!

Thanks!
#2
April 11th 05, 12:54 PM
 Jerry W. Lewis external usenet poster Posts: n/a

If your data is in A1:A10, then =CORREL(A1:A9,A2:A10) is the lag 1
autocorrelation.

Jerry

MOO wrote:

> Hi
>
> Does anyone know how to calculate an autocorrelation function in Excel?!
>
> Thanks!

#3
April 11th 05, 02:39 PM
 MOO external usenet poster Posts: n/a

Thanks Jerry.

To calculate higher lags can you just move the second range downwards, eg
lag 2 =CORREL(A1:A9,A3:A11) ?

"Jerry W. Lewis" wrote:

> If your data is in A1:A10, then =CORREL(A1:A9,A2:A10) is the lag 1
> autocorrelation.
>
> Jerry
>
> MOO wrote:
>
> > Hi
> >
> > Does anyone know how to calculate an autocorrelation function in Excel?!
> >
> > Thanks!

>
>

#4
April 12th 05, 01:28 PM
 Jerry W. Lewis external usenet poster Posts: n/a

Yes, provided that A11 is empty. Otherwise use =CORREL(A1:A8,A3:A10).
Note that the two offset arrays must be the same size.

Jerry

MOO wrote:

> Thanks Jerry.
>
> To calculate higher lags can you just move the second range downwards, eg
> lag 2 =CORREL(A1:A9,A3:A11) ?
>
>
>
> "Jerry W. Lewis" wrote:
>
>
>>If your data is in A1:A10, then =CORREL(A1:A9,A2:A10) is the lag 1
>>autocorrelation.
>>
>>Jerry
>>
>>MOO wrote:
>>
>>
>>>Hi
>>>
>>>Does anyone know how to calculate an autocorrelation function in Excel?!
>>>
>>>Thanks!
>>>

>>

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