autocorrelation.

Correlation between values in a series and values from the same series at a specified lag.

Use it for

Words that belong together

• serial autocorrelation
• autocorrelation at a lag

On the page

Serial autocorrelation remained in the residuals after the trend was removed.

The study examined autocorrelation at a lag of one day before choosing the error model.

Usage notes

Primary category: science / research / methodology. Forms: Usually uncountable. Legacy lexical fields mirror sense 1 only. Use numbered sense fields for all meanings. Established modern English lexical item. No separate regional spelling or grammatical inflection entry. Writing functions: method specification, measurement critique, model interpretation, qualification. Disciplines: research methods, statistics, experimental design. Commonness: uncommon.