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Glossary Time-Series / Term

Autocorrelation

The association of the same time series at different time periods. The pattern of autocorrelation coefficients is used to identify seasonality in a time series and to determine an appropriate model for the data.

Permanent link Autocorrelation - Modification date 2019-12-22 - Creation date 2019-12-22


< Autocorrelated Residuals Glossary / Time-Series Autoregressive >