autocorrelation of time series

조회 수: 25(최근 30일)
Giuseppe D'Amico
Giuseppe D'Amico 2020년 11월 7일
답변: Raunak Gupta 2020년 11월 13일
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.


Raunak Gupta
Raunak Gupta 2020년 11월 13일
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.


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