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AUTOCORRELATION

P.V.Krishna Kishore

1
• Tests the correlation between numbers
and compares sample correlation to the
expected correlation of Zero.
• Tests for autocorrelation are concerned
with the dependence between numbers in
sequence.

2
• Non Zero autocorrelation implies a lack
independence ,

• Test will conduct between every m


numbers Starting with I number.The value
M is the largest integer suchthat
i+(M+1)m<=N,where N is total number of
values in sequence.
3
Thank you