Definition of «autocorrelation function»

The autocorrelation function refers to a mathematical tool used to measure how similar a signal or a sequence is to a time-delayed version of itself. It helps analyze patterns and repetitions in the data, allowing us to understand if there is any correlation or relationship between past and present values.

Sentences with «autocorrelation function»

In Exhibit 2, the sample autocorrelation function shows significant autocorrelation in the squared residual series, calculated by the square of daily total return of the S&P 500 subtracted by the long - term average daily return. (indexologyblog.com)
This file contains the sample autocorrelation function (ACF) for the proportion of males born in New Zealand from 1961 - 2009. (journals.plos.org)
Stationarity tests, the white noise test, and the Dickey - Fuller test for unit roots were performed as well as examination of autocorrelation function and partial autocorrelation function plots17 to help identify appropriately parameterized models for MAR, ED, and lunch participation time series. (jamanetwork.com)
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