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Wolfram Alpha command for computing autocorrelation

Posted 5 months ago

What would be the Wolfram Alpha command for computing the autocorrelation of $$[1.0, 1.25, 1.5, 1.75, 2.0, 2.25, 3.33]$$ for lags $1, 2, 3, \text{and } 4$ ?

I tried autocorrelation [1.0, 1.25, 1.5, 1.75, 2.0, 2.25, 3.33] for lags [1, 2, 3, 4]

It doesn't seem to be correct.

Posted 5 months ago

The best WolframAlpha method that I have been able to find is

listcorrelate[{1.0, 1.25, 1.5, 1.75, 2.0, 2.25, 3.33},{1.0, 1.25, 1.5, 1.75, 2.0, 2.25, 3.33},1]

What that appears to do is do the correlation between the two lists, shift/rotate one list by one position and repeat this until it has done this by all seven shifts.

Please check the result carefully to make certain that this correctly does what you want.

POSTED BY: Bill Nelson
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