Autocorrelation Function
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Stat > Time Series > Autocorrelation

Autocorrelation computes and plots the autocorrelations of a time series. Autocorrelation is the correlation between observations of a time series separated by k time units. The plot of autocorrelations is called the autocorrelation function or ACF. View the ACF to guide your choice of terms to include in an ARIMA model. See Fitting an ARIMA model.

Dialog box items

Series: Enter the column containing the time series.

Default number of lags: Choose to use the default number of lags, which is n / 4 for a series with less than or equal to 240 observations or    + 45 for a series with more than 240 observations, where n is the number of observations in the series.

Number of lags: Choose to enter the number of lags to use instead of the default. The maximum number of lags is n - 1.

Store ACF: Check to store the autocorrelation values in the next available column.

Store t statistics: Check to store the t-statistics.

Store Ljung-Box Q statistics: Check to store the Ljung-Box Q statistics.

Title: Enter a new title to replace the default title on the graphical output.