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Autocorrelation [fx-5800P]

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#1 Tritonio

Tritonio

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Posted 22 October 2019 - 04:56 PM

This will take the data you input into the X column of the stats table and it will calculate the autocorrelation for different delays up to the maximum delay (max lag) that you give it.

 

https://en.wikipedia...Autocorrelation

 

For example if you type 2,0,0,0,2,0,1,0,2,0,1,5,2,0,1,7,2,0,1,8 into the stats table (the digits of full years and you run the program with max lag 5, you will notice that there is a peak in correlation ("C=") for LAG=4, that's because every 4 digits you start a new number, there is some repeating cycle every four digits that it is detecting.

 

It is useful for figuring out if a series of errors are random errors because of noise or if the errors are systemic (in this case you'll probably see higher correlation for LAG=1, while for white noise there should be practically no correlation at all for any LAG value).

FreqOff
n➔N
FreqOn
"MAX LAG"?M
M>N-3⇒N-3➔M
N+M➔DimZ
For 1➔I To N
 List X[I]➔Z[I+M]
 N-I+1≤M⇒Z[I+M]➔Z[I-N+M]
 Z[I+M]➔List Y[I]
Next
-1➔T:-1➔W
For 1➔L To M
 For 1➔I To N
  Z[I+M-L]➔List X[I]
  I>L➔List Freq[I]
 Next
 LinearReg
 Cls
 Locate 1,1,"LAG="
 Locate 5,1,L
 Locate 1,2,"C="
 Abs(r)➔R
 If R>T:Then
  R➔T:L➔W
 IfEnd
 Locate 3,2,R
 Locate 1,3,"A="
 Locate 3,3,a
 Locate 1,4,"B="
 Locate 3,4,b◢
Next
Cls
Locate 1,1,"BEST LAG="
Locate 10,1,W
Locate 3,2,T◢
For 1➔I To N
 Z[I+M]➔List X[I]
 1➔List Freq[I]
Next
Cls
Lbl 1
"DONE."

Edited by Tritonio, 22 October 2019 - 05:01 PM.






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