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I've found how to measure the smoothness of a time series in R from this previous CV question, and I think I understand it, but I don't have access to R, only to Excel. How would I calculate this?

Given this formula for a normalized version of smoothness:

sd(diff(x))/abs(mean(diff(x)))

How do I calculate the diff() portion in Excel, since that is the part I am stuck on?

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cdeszaq
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1 Answers1

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Since the diff() in your equation represents the difference of successive values, all you need to do is subtract them. Assuming your data are in columns, and that you aren't trying to write a macro, it would look something like:

=C5-C4

for data in column C. Then just copy that equation to every row to get all the diffs and take the mean of the sum.

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