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You are using an out of date browser. It may not display this or other websites correctly.You should upgrade or use an alternative browser. Forums Other Sciences Computing and Technology Calculating Autocorrelations for Large Data Sets in Excel: Tips and Alternatives Thread starter MichalXC Start date Jun 27, 2011 Tags Autocorrelation Excel Jun 27, 2011 #1 I have a set of 9,999 equi-spaced data points, and I would like to calculate the autocorrelations for ALL lags up to 5,000.In Excel, I want to have this code:=CORREL(B1:B9998,B2:B9999)=CORREL(B1:B9997,B3:B9999)=CORREL(B1:B9996,B4:B9999)...=CORREL(B1:B5000,B5000:B9999)Unfortunately, the formula does not "translate" nicely when I extend it downwards. Also I have Excel 2008 for Mac, which does not handle VB Macros. Can anyone direct me? Or suggest a better way of doing it? I don't have MatLab, but I do have Mathematica.Thanks in advance. Jun 27, 2011 #2 Well, I am going to suggest Python, but only because you thought of Matlab, in the first place...which shows that you might be inclined to some scripting.Actually, there is FreeMat which is an a-la-matlab application.But also, there is Python with its numpy and scipy (scipy.stats) modules you can do anything you want and plot it right away with matplotlib....just a thought Jun 27, 2011 #3 Try: =CORREL(OFFSET($B$1, 0, 0, 9999-A1, 1 ),OFFSET($B$1, A1, 0, 9999-A1, 1 )) =CORREL(OFFSET($B$1, 0, 0, 9999-A2, 1 ),OFFSET($B$1, A2, 0, 9999-A2, 1 ))after you have filled column A with the consecutive row numbers (1, 2, 3, ...) Jun 28, 2011 #4 Gsal, sorry, I don't know Python. The

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