Rado Lavrih -

wonder if anybody has knowledge of Excel add in that performs
autocorrelation function (ACF) and of the partial autocorrelation function
(PACF). I need it for excel demonstration of Box Jenkinins Metholody for
Arima models in forecasting. <

ACF is easy to implement with worksheet functions SUMPRODUCT and OFFSET, as
shown in Chapter 18, Autocorrelation and Autoregression, of my book Data
Analysis Using Microsoft Excel.

If you do a Google search for "excel autocorrelation partial" (without the
quotes), you'll get numerous links.

- Mike
www.mikemiddleton.com