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Serial Correlation


Serial correlation is correlation between values of the same time series at different times. The serial correlation at lag h is its autocorrelation at h; first-order serial correlation is the case h=1.


See also

Autocorrelation, Durbin-Watson Statistic, Sample Autocorrelation, Time Series Lag, von Neumann Ratio

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Cite this as:

Weisstein, Eric W. "Serial Correlation." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/SerialCorrelation.html

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