TERMIUM Plus®

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AUTOCORRELATION COEFFICIENT [1 record]

Record 1 2002-02-26

English

Subject field(s)
  • Statistical Methods
  • Statistical Surveys
DEF

Measure of the autocorrelation between pairs of a series given by their covariance divided by the variance of the series.

French

Domaine(s)
  • Méthodes statistiques
  • Sondages et enquêtes (Statistique)
DEF

Mesure de l'autocorrélation entre paires d'éléments d'une série, donnée par leur covariance divisée par la variance de la série.

Spanish

Campo(s) temático(s)
  • Métodos estadísticos
  • Encuestas estadísticas
DEF

Medida de la autocorrelación entre parejas de elementos de una serie expresada mediante su covarianza dividida por la varianza de la serie.

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