autocorrelation function

noun

Definition of autocorrelation function

: a function that describes the autocorrelation of a quantity being continuously measured and that indicates the periodicity of the quantity Financial prices tend to be well approximated by the ‘random walk’. The random walk never forgets. Every change is permanent. Changes are not reversed. The autocorrelation function of percentage changes (i.e. returns) shows near-zero values for autocorrelations.— Ajay Shah, The Financial Express, 8 Feb. 2010

Keep scrolling for more

Learn More about autocorrelation function

Dictionary Entries near autocorrelation function

autocorrelation

autocorrelation function

Statistics for autocorrelation function

Look-up Popularity

Time Traveler for autocorrelation function

The first known use of autocorrelation function was in 1933

See more words from the same year

Comments on autocorrelation function

What made you want to look up autocorrelation function? Please tell us where you read or heard it (including the quote, if possible).

WORD OF THE DAY

exoteric

suitable to be imparted to the public

Test Your Vocabulary

Where in the World? A Quiz

What language does pajama come from?

How Strong Is Your Vocabulary?

Test your vocabulary with our 10-question quiz!

TAKE THE QUIZ

SCRABBLE® Sprint

Test Your Knowledge - and learn some interesting things along the way.

TAKE THE QUIZ