Autocorrelation / Cross Correlation Function Calculator

The cross correlation of a variable with itself over successive time periods is known as auto correlation. Calculate the correlation function given the serial data and the number of time lags with this online calculator.

The cross correlation of a variable with itself over successive time periods is known as auto correlation. Calculate the correlation function given the serial data and the number of time lags with this online calculator.

Code to add this calci to your website

Just copy and paste the below code to your webpage where you want to display this calculator.

Formula:

Autocorrelation function calculation is made easier here.