- What does the autocorrelation function tell you?
- How do you calculate autocorrelation function?
- What is autocorrelation and cross correlation?
What does the autocorrelation function tell you?
The autocorrelation function is a statistical representation used to analyze the degree of similarity between a time series and a lagged version of itself. This function allows the analyst to compare the current value of a data set to its past value.
How do you calculate autocorrelation function?
The number of autocorrelations calculated is equal to the effective length of the time series divided by 2, where the effective length of a time series is the number of data points in the series without the pre-data gaps.
What is autocorrelation and cross correlation?
Cross correlation happens when two different sequences are correlated. Autocorrelation is the correlation between two of the same sequences. In other words, you correlate a signal with itself.