# Category:Autocorrelation

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This category contains results about Autocorrelation.

Let $S$ be a stochastic process giving rise to a time series $T$.

The **autocorrelation** of $S$ at lag $k$ is defined as:

- $\rho_k := \dfrac {\expect {\paren {z_t - \mu} \paren {z_{t + k} - \mu} } } {\sqrt {\expect {\paren {z_t - \mu}^2} \expect {\paren {z_{t + k} - \mu}^2} } }$

where:

- $z_t$ is the observation at time $t$
- $\mu$ is the mean of $S$
- $\expect \cdot$ is the expectation.

## Subcategories

This category has only the following subcategory.

### A

## Pages in category "Autocorrelation"

The following 3 pages are in this category, out of 3 total.