The purpose of this tutorial is to show a simple technique to estimate periodicity in time series, called autocorrelation.
- The Correlation Coefficient
- Autocorrelation Function
- The Code
- The Correlogram
This tutorial is part of a longer series that focuses on how to analyse time series.
- Part 1. An Introduction to Signal Smoothing
- Part 2. Time Series Decomposition
- Part 3. The Autocorrelation Function