Do a Google search on Box Jenkins Excel. There are a few add-ins and an
academic article.
=SUMPRODUCT(OFFSET(data,0,0,70-lag,1)-AVERAGE(data),OFFSET(data,lag,0,70-lag,1)-AVERAGE(data))/DEVSQ(data)
implements the definition of autocorrelation preferred in Box & Jenkins.
Jerry
Rado Lavrih wrote:
Hi!
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.
Thanks
Rado
|