autocovariance.

Covariance between values of the same process observed at different times or positions.

Use it for

Words that belong together

• autocovariance function
• sample autocovariance
• autocovariance at lag one

On the page

The analysis estimated the autocovariance at each monthly lag.

Under weak stationarity, the autocovariance depends on the lag rather than the observation date.

Usage notes

Primary category: academic / formal / analytical. Lexical Type: Word. Forms: Countable singular autocovariance; plural autocovariances for values at different lags. Also uncountable as a general dependence property. Commonness: uncommon (editorial estimate; not a corpus frequency statistic). Legacy lexical fields mirror sense 1; numbered fields keep each relevant meaning separate. Research distinction: Berkeley time-series lecture directly read: autocovariance Cov(X at t+h, X at t), including time-dependent general form. In stationarity only lag matters; zero lag variance, and autocorrelation is autocovariance divided by zero-lag variance. Individually useful in research, criticism, methodology or conceptual analysis. Definitions and examples are original; no mood or intensity assigned to neutral analytical concepts. Commonness is an editorial estimate, not a frequency statistic. Writing functions: temporal dependence before normalization, describing time-series structure.