• The comparison of a signal to its time-delayed counterpart, to establish correlations between them.


  • A measurement of the similarity between a given time series and a lagged version of the same time series. For example, if the price of a stock follows similar patterns over two time series, it has a high degree of autocorrelation. Autocorrelation ranges from +1 to -1, with +1 meaning perfect positive correlation and -1 meaning perfect negative correlation (values increase in one time series and decrease in the other).

Health Economics

  • (written as Autocorrelation)
    Autocorrelation occurs when a variable is correlated with earlier values of itself.