correlogram
Sign in to savethumb|right|A plot showing 100 random numbers with a "hidden" sine function, and an autocorrelation (correlogram) of the series on the bottom.
Article
10 sectionsContents
- Applications
- Importance
- Estimation of autocorrelations
- Alternate estimate
- Statistical inference with correlograms
- Software
- Related techniques
- References
- Further reading
- External links
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.