Overview for Autocorrelation

Use Autocorrelation to calculate and plot the correlation between observations of a time series. View the autocorrelation function plot to guide your choice of terms to include in an ARIMA model.

For example, an employment analyst uses an autocorrelation analysis to help create a model to study the trends in employment in three industries across five years.

Where to find this analysis

To perform an autocorrelation analysis, choose Stat > Time Series > Autocorrelation.

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