Auto-Correlation

  • 1 Posts
  • 1 Sections
  • 1 Types
August 31, 2024 4 min read Definitions
Auto-correlation: Correlation of a Series with a Lagged Version of Itself
Mathematics Statistics Auto-Correlation Time Series Lagged Correlation Serial Correlation Data Analysis
Auto-correlation, also known as serial correlation, is the correlation of a time series with its own past values. It measures the degree to which past values in a data series affect current values, which is crucial in various fields such as economics, finance, and signal processing.
Read more about Auto-correlation: Correlation of a Series with a Lagged Version of Itself.

Finance Dictionary Pro

Our mission is to empower you with the tools and knowledge you need to make informed decisions, understand intricate financial concepts, and stay ahead in an ever-evolving market.