Next: Covariance, Previous: Higher moments (skewness and kurtosis), Up: Statistics
This function computes the lag-1 autocorrelation of the dataset data.
a_1 = {\sum_{i = 1}^{n} (x_{i} - \Hat\mu) (x_{i-1} - \Hat\mu) \over \sum_{i = 1}^{n} (x_{i} - \Hat\mu) (x_{i} - \Hat\mu)}