The correlation of a variable with itself over successive time intervals. also called serial correlation.
Related information about autocorrelation:
- Autocorrelation - Wikipedia, the free encyclopedia
Autocorrelation is the cross-correlation of a signal with itself. Informally, it is the similarity between observations as a function of the time separation between ...
- Autocorrelation -- from Wolfram MathWorld
be a periodic sequence, then the autocorrelation of the sequence, sometimes called the periodic autocorrelation (Zwillinger 1995, p. 223), is the sequence ...
- 1.3.5.12. Autocorrelation
Detect Non-Randomness, Time Series Modeling, The autocorrelation ( Box and Jenkins, 1976) function can be used for the following two purposes: To detect ...
- Autocorrelation Definition | Investopedia
A mathematical representation of the degree of similarity between a given time series and a lagged version of itself over successive time intervals. It is the same ...
- Convolution and Autocorrelation
Here the difference between autocorrelation and convolution is illustrated by considering the following function which is a unit ramp cut off at t = 1.
- Spatial Autocorrelation Spatial Autocorrelation - Salisbury University
understand spatial autocorrelation” Actually, they don't ... Negative autocorrelation describes patterns in ... Measure the strength of spatial autocorrelation in ...
- Autocorrelation & First Differences - YouTube
Jan 14, 2010 ... How the special problem of autocorrelation affects time series regression techniques and some steps that can be taken to mitigate those ...
- Autocorrelation
The autocorrelation function is Hermitian: $\displaystyle {\hat r}_x(-l) = \ ... is real, its autocorrelation is real and even (symmetric about lag zero). The unbiased ...