TradingView
yatrader2
4 maj 2020 19:57

Autocorrelation Plot 

FRED:FEDFUNDS
Effective Federal Funds RateFRED

Beskrivning

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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....
OscillatorsTrend Analysisautocorrelationcorrelationtimeseriesanalysistimeseriesdsp
Kommentarer
kocurekc
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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
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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
Mer