Hi R experts,

 

I am trying to remove autocorrelation from Simple Moving Average time series. I know that this can be done by using seasonal ARIMA like,

 

            library(TTR)

            data <- rnorm(252)

            n=21

            sma_data=SMA(data,n)

            sma_data=sma_data[-1:-n]

            acf(sma_data,length(sma_data))

            arima=arima(sma_data,c(0,0,0),seasonal = list(order = c(0, 0,n)));tsdiag(arima,100);arima$aic;

 

 

But is there any easy way that we can do in excel?? (Like differencing, dummy variable approach etc)

 

 

Thanks and Regards,

Ramesh Kallol | Amba Research

Ph +91 80 3980 8467 | Mob +91 9019720734

Bangalore * Colombo * London * New York * San José * Singapore * www.ambaresearch.com <http://www.ambaresearch.com/> 

 

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