How to Calculate Autocorrelation in R

In R, you can calculate the autocorrelation using the acf() function from the tseries package.

Autocorrelation measures the degree of similarity between a time series and a lagged version of itself over successive time intervals.

In this article, we will explore how to calculate autocorrelation using the acf() function.

Calculate Autocorrelation Using acf() Function in R

To calculate autocorrelation, we need to load the tseries package and use the acf() function. Here is the syntax:

library(tseries)

acf(data)

Let’s see how we can calculate autocorrelation for a numeric vector in R:

# Load library
library(tseries)

# Define data
Pressure <- c(12.39, 11.25, 12.15, 13.48, 13.78, 12.89, 12.21, 12.58)

# Find autocorrelation
acf(Pressure, pl=FALSE)

Output: 👇️

Autocorrelations of series ‘Pressure’, by lag

     0      1      2      3      4      5      6      7 
 1.000  0.396 -0.407 -0.505 -0.108  0.102  0.021  0.001 

As shown in the output, the autocorrelation at lag 0 is 1, and the autocorrelation at lag 1 is 0.396.