Definition of Autocorrelation

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Autocorrelation Definition from Business & Finance Dictionaries & Glossaries
Campbell R. Harvey's Hypertextual Finance Glossary
The correlation of a variable with itself over successive time intervals. Sometimes called serial correlation.
Copyright © 2000, Campbell R. Harvey. All Rights Reserved.
Sean_Woo's Finance,GIS & Real Estate Glossary
[GIS] 1. Spatial dependence
2. Interdependence(correlation) of errors at different points in space;
3. Statistical correlation between spatial random variables of the same type, attribute, name, and so on, where the correlation depends on the distance and/or direction that separates the locations.
Compare to crosscorrelation.
Note: strong negative correlation will lead to large errors in distance; independence of errors leading to moderate errors in distance; strong positive correlation leading to no errors in distance.
eg: If an entire field is planted with a single crop, such as barley, then only one point needs to be observed to determine the crop of the entire field.
Raynet Business & Marketing Glossary
the problem of interdependence among successive values of the disturbance term. The problem with autocorrelation
Copyright © 2001, Ray Wright
Autocorrelation Definition from Encyclopedia Dictionaries & Glossaries
Wikipedia English - The Free Encyclopedia
Autocorrelation is the cross-correlation of a signal with itself. Informally, it is the similarity between observations as a function of the time separation between them. It is a mathematical tool for finding repeating patterns, such as the presence of a periodic signal which has been buried under noise, or identifying the missing fundamental frequency in a signal implied by its harmonic frequencies. It is often used in signal processing for analyzing functions or series of values, such as time domain signals.

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