ESS210B
Prof. Jin-Yi Yu
Autocorrelation Function
q
The Autocorrelation function is the normalized autocovariance
function:
q
q
q
q
Symmetric property of the autocovarinace/autocorrelation function:
q
f
(-
t
)=
f
(
t
)
and
r(-
t
)=r(
t
).