A time-series plot that shows how strong a correlation between y and some lag of k is and whether it is positive or negative. Can help reveal seasonality. Basically, a plot of ACF values.

The plot below shows the autocorrelation (ACF) and partial autocorrelation (PACF) functions of VXX returns. It’s interesting to note that VXX returns are positively auto-correlated at 3-day lag.

Left, Autocorrel produces a plot with direction autocorrelation curves displayed in worksheet 'Graph'. Right, autocorrelation coefficients used for computing averages are listed in worksheet 'Stats'.

The space-time autocorrelation functions give a clear indication of the sort of autoprojective process generating the data. Although less straightforward and often requiring data pre-whitening, the ...

Autocorrelation is a mathematical representation of the degree of similarity between a given time series and a lagged version of itself over successive time intervals. It's conceptually similar to ...

A.D.M. Hilton, J.B. Roberts, O. Hadded, Autocorrelation Based Analysis of Ensemble Averaged LDA Engine Data for Bias-Free Turbulence Estimates: A Unified Approach ...