I'm working with economic data and would like to analyze ACF and PACF wihtout using R or Python.
Thank you for your reply, Professor Elhadj. I appreciate your suggestion regarding "Excel with macro-ddbases." Could you please clarify or share an example on how to apply this method to calculate ACF and PACF in Excel? I would be grateful for any guidance or file you could share.
Saludos Zahid. Risk Simulator is a tool capable of performing time series calculations and analysis, including the ability to calculate the Autocorrelation Function (ACF) and the Partial Autocorrelation Function (PACF). Here's how and what else it can do:
Risk Simulator Capabilities:
Time Series Analysis:
Risk Simulator offers tools for time series analysis, allowing users to identify patterns, trends, and seasonality in the data.
It can perform forecasts using various methods, including ARIMA and SARIMA models, which rely heavily on ACF and PACF analysis.
ACF and PACF Calculation:
The software can generate ACF and PACF graphs, making it easier to identify the correlation between time series values at different lags.
These graphs are essential for determining the appropriate parameters for time series models.
Other Features:
In addition to time series analysis, Risk Simulator is a powerful tool for risk simulation, real options valuation, and optimization.
It allows for Monte Carlo simulations, sensitivity analysis, and scenario analysis.
It also generates reports and performs discriminant analysis.
Stochastic risk simulator software, downloadable 30-day trial. Bye
Thanks a lot dear Hamel Elhadj, you helped me so much and i'm happy with that
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