| 释义 |
autocorrelation (serial correlation) If {xi} is an ordered sequence of observations then the product moment correlation coefficient between pairs (xi, xi + 1) is the autocorrelation of lag 1, and between pairs (xi, xi + k) is the autocorrelation of lag k. The values of k for which the autocorrelation is not negligible can provide important information as to the underlying structure of a time series.
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