How to calculate Autocorrelation in Microsoft Excel

[connoisseur]

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

[Gania]

If your data is in A1:A10, then =CORREL(A1:A9,A2:A10) is the lag 1 autocorrelation.

[Shurod]

To calculate higher lags can you just move the second range downwards, eg. lag 2 =CORREL(A1:A9,A3:A11) . Autocorrelation coefficient as an estimate of the theoretical values of the autocorrelation and its accuracy.

[Erakna]

Yes, provided that A11 is empty. Otherwise use =CORREL(A1:A8,A3:A10). Note that the two offset arrays must be the same size. In fact, I realize that with the CORREL function, one can very well make the calculation of autocorrelation by taking a half as array1 and array2 as the other half. It remains to find the rest of the calculation to achieve multiple autocorrelation.

[Leanne]

Autocorrelation is a adding for Microsoft Excel. Called as ACF (). Xla which calculates the autocorrelation function of a series of numbers with a given limit, and displays a lag in the Excel worksheet data on the correlation coefficients. The results are presented in numerical and graphical form. The calculation of the autocorrelation function of the time series is needed in the analysis of the forecasts. Since this calculation is usually necessary to repeat many times, not very useful for the usual formulas for Excel. To speed up the calculations, we wrote a special add-on. It is very small and is distributed free of charge.