Hi Does anyone know how to calculate an autocorrelation function in Excel?! Thanks!
M MOO Apr 11, 2005 #1 Hi Does anyone know how to calculate an autocorrelation function in Excel?! Thanks!
J Jerry W. Lewis Apr 11, 2005 #2 If your data is in A1:A10, then =CORREL(A1:A9,A2:A10) is the lag 1 autocorrelation. Jerry
M MOO Apr 11, 2005 #3 Thanks Jerry. To calculate higher lags can you just move the second range downwards, eg lag 2 =CORREL(A1:A9,A3:A11) ?
Thanks Jerry. To calculate higher lags can you just move the second range downwards, eg lag 2 =CORREL(A1:A9,A3:A11) ?
J Jerry W. Lewis Apr 12, 2005 #4 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
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
