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4

It's the empirical ACF computed using the sample.


0

As suggested I am adding my comments as an answer. The sample autocorrelation function (ACF) for $n$ observations is given by $\hat{p}_x(m) = \frac{\sum_{n=0}^{N-m-1}(x_n - \bar{x})(x_{n+m} - \bar{x})}{\sum_{n=0}^{N-m-1}(x_n - \bar{x})^2} $ To understand why you have a difference between figure 1 and figure 2, lets assume we are looking at observations $...


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