自相关系数和相关系数有什么区别

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自相关系数和相关系数有什么区别？请说的通俗一点

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关键词：自相关系数 相关系数 自相关

Correlation is between two variables, say A and B

Autocorrelation is the correlation between A(t) and its lag e.g. A(t-1). Usually it is used in time series analysis. "Auto" means itself

Chemist_MZ 发表于 2014-11-13 08:27
Correlation is between two variables, say A and B

Autocorrelation is the correlation between A(t) ...

大神，牛牛的！

Chemist_MZ 发表于 2014-11-13 08:27
Correlation is between two variables, say A and B

Autocorrelation is the correlation between A(t) ...

太装了，人家让你说的通俗点，你拽英文！哈哈哈

余博士伦 发表于 2014-11-25 22:54
太装了，人家让你说的通俗点，你拽英文！哈哈哈

Well, forgive me. I was using the computer in the company, no Chinese input method is installed. :-)

Chemist_MZ 发表于 2014-11-26 04:05
Well, forgive me. I was using the computer in the company, no Chinese input method is installed. : ...

just a joke ！don't mind！

Chemist_MZ 发表于 2014-11-26 04:05
Well, forgive me. I was using the computer in the company, no Chinese input method is installed. : ...

just a joke ！don't mind！

相关在统计里面用的多 自相关主要是在应用时间序列分析中应用

自相关是时间序列当中的，比如计量中的随机误差cov（ui，uj）；相关系数就是cov（a，b）

自相关是时间序列当中的，比如计量中的随机误差cov（ui，uj）；相关系数就是cov（a，b）