autocorrelation of time series

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Giuseppe D'Amico 2020-11-7

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回答： Raunak Gupta 2020-11-13

hi all, I'm trying to carry out the autocorrelation of a historical series of which here I insert a part of the starting file as I cannot share the entire file for privacy.

Basically I would like to be able to carry out the autocorrelation of the values present in column R (ER) and maybe also in column S if possible.

How to carry out autocorrelation starting from this type of data? Does anyone have an example script and could you explain to me what exactly this autocorrelation does? Would it be possible to obtain a correlogram as output?

An infinite thanks to those who help me.

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Answer 1

Raunak Gupta 2020-11-13

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Hi,

The autocorrelation is generally used for finding the correlation between different time stamp values of a same process. The named function autocorr does the same, and yes the output of the function is correlogram which can be used to visualize the autocorrelation.

There are two reference documentation which can help in better understanding about autocorrelation. You may find them useful.

Autocorrelation and Partial Autocorrelation

Detect Autocorrelation