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#1
April 11th 05, 11:23 AM
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autocorrelation function
Hi
Does anyone know how to calculate an autocorrelation function in Excel?! Thanks! 
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#2
April 11th 05, 12:54 PM
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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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#3
April 11th 05, 02:39 PM
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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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#4
April 12th 05, 01:28 PM
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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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