Autocorrelation

Help in interpreting the auto correlation graph

Help in interpreting the auto correlation graph
  1. How do you interpret an autocorrelation graph?
  2. How to interpret ACF?
  3. What does the autocorrelation function tell you?

How do you interpret an autocorrelation graph?

Autocorrelation measures the relationship between a variable's current value and its past values. > An autocorrelation of +1 represents a perfect positive correlation, while an autocorrelation of negative 1 represents a perfect negative correlation.

How to interpret ACF?

The ACF shows the correlation between the time series and its own lagged values. It represents a correlation coefficient between the series and its past values. For instance, ACF at lag 3 is calculated as the correlation between the series (Yt) and the same series lagged by 3 time periods (Yt-3).

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.

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