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The ACF values are bound between -1 and 1, inclusive.

The lag order (k) must be less than the time series size, or an error value (#VALUE!) is returned.The time series may include missing values (e.g., #N/A) at either end.The time series is homogeneous or equally spaced.Method is the calculation method for estimating the autocorrelation function (0 = Sample Autocorrelation (Default), 1 = Periodogram-based estimate, 2 = Cross-correlation). If missing, the default lag order of zero (i.e., Lag=0) is assumed. K is the lag order (e.g., 0=no lag, 1=1st lag, etc.). Order is the time order in the data series (i.e., the first data point's corresponding date (earliest date = 1 (default), latest date = 0)).Īscending (the first data point corresponds to the earliest date) (default).ĭescending (the first data point corresponds to the latest date). ACF( X, Order, K, Method) X is the univariate time series data (a one-dimensional array of cells (e.g., rows or columns)).