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how_to_find_periodicity_using_autocorrelation_and_how_to_analyse_it

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how_to_find_periodicity_using_autocorrelation_and_how_to_analyse_it [2015/08/12 17:33]
vincenzo
how_to_find_periodicity_using_autocorrelation_and_how_to_analyse_it [2015/08/12 17:41] (current)
vincenzo
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 acf(ts, type = "​correlation"​) acf(ts, type = "​correlation"​)
 </​code>​ </​code>​
-{{ :​rplot01.png?​nolink |{{ :​rplot01.png?​nolink&​450}}}}+{{ :​rplot01.png?​nolink |{{ :​rplot01.png?​nolink&​450}} 
 +{{ :​rplot02.png?​nolink |}} 
 +Autocorrelation plots (Box and Jenkins, pp. 28-32) are a commonly-used tool for checking randomness in a data set.  
 +This sample autocorrelation plot shows that the time series is not random, but rather has a high degree of autocorrelation between adjacent and near-adjacent observations. 
 + 
how_to_find_periodicity_using_autocorrelation_and_how_to_analyse_it.txt · Last modified: 2015/08/12 17:41 by vincenzo