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Math Help - Plotting a Sample Autocorrelation function

  1. #1
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    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?
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  2. #2
    Grand Panjandrum
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    Quote Originally Posted by statmajor View Post
    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
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  3. #3
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    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?
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