The script calculates the autocorrelation and partial autocorrelation functions and displays them on a graph.
A brief comment on the input parameters:
- input int N =100; // here we specify the data window for calculation (the script easily counts 100 000 bars and more)
- input int K =16; // number of lags, for practical needs rarely count > 40 (the script easily counts up to 500).
- input int start_pos=0; // data window offset, zero means that data(N) is counted from the most recently loaded bar.
- input int duration=10; // duration of chart display in seconds
