Autocorrelation function in Excel

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SUMMARY

The discussion addresses the implementation of the autocorrelation function in Excel using the CORREL function. The user initially faced issues extending the formula across a large dataset, specifically from A1:A10000 to A10000:A20000. The solution involved using the dollar sign ($) to create fixed references in the formula, which resolved the problem. The user was directed to additional resources for further assistance.

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  • Understanding of Excel formulas and functions
  • Familiarity with the CORREL function in Excel
  • Knowledge of data referencing techniques in Excel
  • Basic statistical concepts related to autocorrelation
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  • Explore advanced data referencing techniques in Excel
  • Study the concept of autocorrelation in time series analysis
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Data analysts, statisticians, and Excel users looking to perform autocorrelation analysis on large datasets.

dinky
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Autocorrelation function in Excel (SOLVED)

Hi, I have tried reading through this forum looking for similar example but am unable to find one.

Basically, I have a large set of data that I intend to do autocorrelation.

=CORREL(A1:A10000,A2:A10001)
=CORREL(A1:A10000,A3:A10002)
=CORREL(A1:A10000,A4:A10003)
...
=CORREL(A1:A10000,A10000:A20000)

But when i try to extend the formula, it does not seem to work? Can anyone help me on this? Thanks.

Added the $ sign to make it a fixed variable.
Problem solved. Thanks for the help
 
Last edited:
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