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when we talk about the time-series data, many factors affect the time series, but the only thing that affects the lagged version of the variable is the time series data itself.
by Yugesh Verma
时序数据按照时间点的先后顺序进行排列,变化是在邻近的时间段之间发生的,因此变化之间存在一种关系,which can be considered as a correlation.
Correlation
统计分析中correlation表示两个变量之间的互相影响彼此的程度,取值在-1和+1之间。
In statistical analysis, correlation is a mathematical representation of the relation between two variables, telling us how a variable affects another variable.
Correlation in mathematics varies between -1 to 1 and +1 denotes the strong positive relationship, and -1 denotes the strong negative relationship.
Autocorrelation
自相关Autocorrelation用来表示一个时序变量现在和历史之间的相似性the relationship between the present and its past values in a time series。Autocorrelati
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