autocorrelation
autocorrelation
(OP)
Let's say I have a long set of data x[n] for n=0...N
I want an autocorrelation function
R[k] = Sum(x[n]*x[n+k]) / Sum(x[n]^2) where the sum is carried out for k from 0 to M
(M << N)
Can it be done easily in excel (without vba) ?
I want an autocorrelation function
R[k] = Sum(x[n]*x[n+k]) / Sum(x[n]^2) where the sum is carried out for k from 0 to M
(M << N)
Can it be done easily in excel (without vba) ?
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RE: autocorrelation
I uploaded a sample spreadsheet here:
thread770-207621: autocorrelation.xls" target="_blank">http
RE: autocorrelation
http://en.wikipedia.org/wiki/Autocorrelation
I could string out the values of k in columns but that would make for a clumsy spreadsheet.
Is there a clever way to use matrix formula's to do it in place?
If not I'll break down and use vba... should be pretty easy that way.
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