Autocorrelation and Standard Errors

 Autocorrelation and Standard Errors

I am analyzing the possible correlation between successive daily stamp listings with an Unspecified Grade.

Here is the equation for autocorrelation:

and the estimated standard errors are:

To that end, I have created a new analytic metric called the Stagger Forward Autocorrelation Matrix (SFAM)

 The mathematics is not new here for the SFAM; it is the novelty arises from the way that I implement autocorrelation and the visual I choose to best represent the results. 

A detailed presentation of SFAM can be found at my Tableau Public page:

 

 https://public.tableau.com/profile/john.quagliano#!/vizhome/Staggered_Autocorrelation_Story/StaggerAutocorrelation?publish=yes

and the MATLAB/Octave code can be found here:

https://drive.google.com/file/d/1WjS-j-lkl1MW60KzrwHNHfSiiiDK0Ytt/view