The auto-covariance and auto-correlation function compute how a time series covaries or correlates with itself, when delayed by a particular lag. Example:For a lag equal to 1, we calculate the covariance or correlation between time series Yt and time series Yt-1 . for lag equal to 2, we calculate the covariance or correlation between time series Yt and time series Yt-2
- Type: DB SessionTeradata ConnectionConnection to a Teradata Database Instance
- Type: TableInputSpecifies a series that is one dimensional array passed as an input to the function.