== Normalization == However, often the autocovariance is called autocorrelation even if this normalization has not been performed. == See also == ...
Found on
http://en.wikipedia.org/wiki/Autocovariance
The jth autocovariance of a stochastic process y
t is the covariance between its time t value and the value at time t-j. It is denoted g below, and E[] means expectation, or mean: g
jt = E[(y
t - Ey)(y
t-j-Ey)] In that equation the process is assumed to be cova...
Found on
http://www.econterms.com/glossary.cgi?query=autocovariance
This is the degree to which a function is correlated with itself as a function of time. See also: Autocorrelation.
Found on
https://www.encyclo.co.uk/local/20687
No exact match found.
