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