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