autocorrelation
Compute autocorrelation to measure correlation between a time series and its lagged version, identifying patterns and dependencies in sequential data.
Instructions
Compute autocorrelation at a given lag - measures correlation between series and itself shifted by lag periods (Domain: timeseries, Category: analysis)
Input Schema
TableJSON Schema
| Name | Required | Description | Default |
|---|---|---|---|
| data | Yes | ||
| lag | Yes |