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Calculating Sample Autocorrelations in Excel

Calculating Sample Autocorrelations in Excel A sample autocorrelation is defined as vaˆr( ) coˆv( , ) ˆ ˆ ˆ, 0 it k it i t k k R R R − g g r. In Excel, the tricky part in calculating sample autocorrelations is calculating the sample

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  Autocorrelation

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