Thread: Plotting a Sample Autocorrelation function

1. 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?

2. 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

3. 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?