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autocorrelation function

  1. #1
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    Excel 2010
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    autocorrelation function

    i am trying to calculate the autocorrelation function of returns of a single stock.

    any suggestions? ive calculated the daily returns but am stumped on what to do next. ive been messing with the CORREL function in excel but i havent been getting very far.

    any comments would be appreciated!

  2. #2
    Forum Expert shg's Avatar
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    06-20-2007
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    The Great State of Texas
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    2003, 2010
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    Re: autocorrelation function

    Welcome to the forum.

    See http://www.excelforum.com/excel-work...ction-acf.html
    Entia non sunt multiplicanda sine necessitate

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