How to Calculate Autocorrelation in R
- R-PROGRAMMING
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.