Understanding the definition of mean/autocorrelation

1. What is the meaning of autocorrelation?
2. How do you find the mean of an autocorrelation function?
3. What is the definition of the problem of autocorrelation?
4. What does autocorrelation mean in regression?

What is the meaning of autocorrelation?

Autocorrelation is a mathematical representation of the degree of similarity between a given time series and a lagged version of itself over successive time intervals.

How do you find the mean of an autocorrelation function?

E.g., the autocorrelcation function of the random process X(t)=cos(ω0t+ϕ) (with ϕ a random phase uniformly distributed in [0,2π)) equals RX(τ)=12cos(ω0τ). Consequently, the limit doesn't exist. The mean, however, is E[X(t)]=0.

What is the definition of the problem of autocorrelation?

Autocorrelation refers to the degree of correlation between the values of the same variables across different observations in the data.

What does autocorrelation mean in regression?

Autocorrelation refers to the degree of correlation of the same variables between two successive time intervals. It measures how the lagged version of the value of a variable is related to the original version of it in a time series.