Autocorrelation¶
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gsl_stats_lag1_autocorrelation(data)¶
This function computes the lag-1 autocorrelation of the dataset data.
\[a_1 = {\sum_{i = 2}^{n} (x_{i} - \hat{\mu}) (x_{i-1} - \hat{\mu}) \over \sum_{i = 1}^{n} (x_{i} - \hat{\mu}) (x_{i} - \hat{\mu})}\]
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gsl_stats_lag1_autocorrelation_m(data, mean)¶
This function computes the lag-1 autocorrelation of the dataset data using the given value of the mean mean.