What is the meaning of Sample in Sample ACF (autocorrelation function)


1 Answer 1


It's the empirical ACF computed using the sample.

  • $\begingroup$ @Mbaz: I'm not clear on why it's not an answer ? Maybe you want a formula. $\endgroup$
    – mark leeds
    Oct 8, 2019 at 1:10
  • $\begingroup$ Mark -- my mistake, I'm sorry. I have retracted the flag. $\endgroup$
    – MBaz
    Oct 8, 2019 at 2:10
  • $\begingroup$ no problem. the formula has a denominator that is not trivial so I didn't remember it. $\endgroup$
    – mark leeds
    Oct 8, 2019 at 15:31

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge you have read our privacy policy.

Not the answer you're looking for? Browse other questions tagged or ask your own question.