correlogram
Sign in to saveAlso known as autocorrelation plot
thumb|right|A plot showing 100 random numbers with a "hidden" sine function, and an autocorrelation (correlogram) of the series on the bottom.
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10 sectionsContents
- Applications
- Importance
- Estimation of autocorrelations
- Alternate estimate
- Statistical inference with correlograms
- Software
- Related techniques
- References
- Further reading
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thumb|right|A plot showing 100 random numbers with a "hidden" sine function, and an autocorrelation (correlogram) of the series on the bottom.
In the analysis of data, a correlogram is a chart of correlation statistics. For example, in time series analysis, a plot of the sample autocorrelations r_h versus h\, (the time lags) is an autocorrelogram. If cross-correlation is plotted, the result is called a cross-correlogram.
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