Autocorrelação Lag-1
- Created by
- Renato Passos, Eng. de Software
- Reviewed by
- Renato Passos, Eng. de Software
Last updated: Apr 18, 2026
Formula
autocor
About this calculator
The Autocorrelation Lag-1 Calculator is a useful tool for analyzing the relationship between values of a time series and its previous values.
It calculates the autocorrelation coefficient (ρ) for lag 1, which is crucial for identifying patterns of trend and stationarity in time series.
The used formula is ρ = Σ(xₜ − x̄)(xₜ₋₁ − x̄)/Σ(xₜ − x̄)², where xₜ is the value of the series at time t, x̄ is the mean of the series and Σ is the sum.
This calculator is useful in various fields, such as finance, climate and economics, where the analysis of time series is essential.
Frequently asked questions
What is autocorrelation?
Autocorrelation is the relationship between values of a time series and its previous values. It is measured by the autocorrelation coefficient (ρ).
When to use this calculator?
This calculator is useful when you need to analyze the relationship between values of a time series and its previous values. This is common in financial, climatic and economic analyses.
What is lag 1?
Lag 1 is the difference between values of the time series and the previous value. It is an important measure to identify patterns of trend and stationarity.
What is stationarity?
Stationarity is the property of a time series to have a constant trend or pattern over time.
What is the mean of the series?
The mean of the series is the average value of all values of the time series.