What is the autocorrelation for a time series?
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Let's assume we have the following values of the time series, which are produced by running an experiment: 5.8 - 15.8 - 10.9 - 62.12 - 79.2 - 49.6. What is the autocorrelation of these values and how can that be applied? Are these values considered as discrete or continuous values?
random-variables time-series
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up vote
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Let's assume we have the following values of the time series, which are produced by running an experiment: 5.8 - 15.8 - 10.9 - 62.12 - 79.2 - 49.6. What is the autocorrelation of these values and how can that be applied? Are these values considered as discrete or continuous values?
random-variables time-series
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up vote
0
down vote
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up vote
0
down vote
favorite
Let's assume we have the following values of the time series, which are produced by running an experiment: 5.8 - 15.8 - 10.9 - 62.12 - 79.2 - 49.6. What is the autocorrelation of these values and how can that be applied? Are these values considered as discrete or continuous values?
random-variables time-series
Let's assume we have the following values of the time series, which are produced by running an experiment: 5.8 - 15.8 - 10.9 - 62.12 - 79.2 - 49.6. What is the autocorrelation of these values and how can that be applied? Are these values considered as discrete or continuous values?
random-variables time-series
asked Jul 20 at 11:07
Adam Amin
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