The → covariance
of a → time series
→ auto-; → covariance.
The autocovariance function (ACF) is defined as the sequence of
covariances of a stationary process.
A mathematical function that expresses the autocovariance of a
series in terms of the interval of separation.
→ autocovariance; → function.
© 2005-2020 by M. Heydari-Malayeri