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Old April 11th 05, 11:23 AM
MOO
 
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Default autocorrelation function

Hi

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

Thanks!

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Old April 11th 05, 12:54 PM
Jerry W. Lewis
 
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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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Old April 11th 05, 02:39 PM
MOO
 
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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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Old April 12th 05, 01:28 PM
Jerry W. Lewis
 
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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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