In R, you can calculate the autocorrelation using **acf()** function from **tseries** package. Autocorrelation measures the degree of similarity between a time series and a lagged version of itself over successive time intervals.

The following method shows how you can use it with syntax.

**Method: Use acf() Function**

```
library(tseries)
acf(data)
```

The following example shows how to calculate autocorrelation in R.

## Calculate AutoCorrelation Using acf() Function in R

Let’s see how we can calculate autocorrelation for 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 in the output tThe autocorrelation at lag 0 is 1 and autocorrelation at lag 1 is 0.396.