Autocorrelation Plot

Effective Federal Funds RateFRED

詳細

⋅ 2020年5月4日午後7時57分

A tool to plot auto correlation of time series, this is useful in identifying periodicity in a time series or signal.

Due to the limits of Pine Script you'll need to add it multiple times if you want autocorrelation beyond 55 periods. I have added it 4 times here for 220 periods.

For more information on Autocorrelation see: en.wikipedia.org/wiki/Autocorrelation

Note: There are 1 bar gaps every 55 because I wanted the labels to remain every 5, but you don't have to have gaps....

kocurekc

⋅ 2020年7月2日午後2時51分

A similar idea to yours was published here, neat to see how you two are attacking this from a couple of different angles. Thanks for your contributions:
tradingview.com/script/HThyPYSC-Autocorrelation-Function-pig/

farzanedarbandi12

⋅ 2024年1月28日午前10時31分

Hello, I'm new and I'm trying to learn Pine Script, Version 5, TradingView. I wrote a program, but it doesn't run. Can you please help me, thank you.If you want to help me, please send your help to my gmail addressI will send you the Mander script

詳細