6 ms·
> Nonstandard terminology warning: the author is using "autocorrelation" in a way I've never seen before. That's a nice way of putting it. A more accurate desc
by xpe 3y ago
> Nonstandard terminology warning: the author is using "autocorrelation" in a way I've never seen before.
That's a nice way of putting it. A more accurate description would be: the author is butchering the key essence of autocorrelation, since they don't clearly mention that it is a temporal relationship!
> What is autocorrelation?
> Autocorrelation occurs when you correlate a variable with itself.
Groan.
A standard definition is:
> Autocorrelation refers to the degree of correlation of the same variables between two successive time intervals. It measures how the lagged version of the value of a variable is related to the original version of it in a time series. Autocorrelation, as a statistical concept, is also known as serial correlation.