Specify the number of lags for Autocorrelation

Stat > Time Series > Autocorrelation

Try the Default number of lags first. Then, you can increase or decrease the number of lags after you examine the plot:
  • Increase the number if the default misses a longer term pattern. However, usually the standard errors of the autocorrelations are reliable for only the first n/4 lags.
  • Decrease the number to reduce the clutter in the plot.

In Number of lags, enter the number (k) of past values that you want to correlate with each value in a time series. Minitab calculates the correlations for a lag of 1 through a lag of k.

For example, the table shows what a lag of 1 and a lag of 2 look like in the worksheet, but you do not need to create the lag columns. If you enter 2, Minitab calculates the correlations between the Variable column and Lag 1 and between the Variable column and Lag 2.
Variable Lag 1 Lag 2
7.3 * *
4.9 7.3 *
6.5 4.9 7.3
3.8 6.5 4.9

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