# Plotting a Sample Autocorrelation function

• February 15th 2010, 06:08 PM
statmajor
Plotting a Sample Autocorrelation function
I'm given 30 data points.

Calculate and plot the sample ACF $\rho_k$ for k = 0,1,2,3,4,5.

How would I plot it?
• February 16th 2010, 05:10 AM
CaptainBlack
Quote:

Originally Posted by statmajor
I'm given 30 data points.

Calculate and plot the sample ACF $\rho_k$ for k = 0,1,2,3,4,5.

How would I plot it?

Look at whatever definition you have for the auto-correlation. Now compute that for your data with delays of 0, 1, 2, 3,4 and 5 samples.

Now plot $\rho_k$ against $k$

CB
• February 16th 2010, 07:30 AM
statmajor
Thanks.

One more question, would I plot the sample partial autocorrelation function the same way $\phi_k$ against k = 0,1,2,3,4,5 as well?