autocorrelation coefficient — коэффициент автокорреляции
autocorrelation function — автокорреляционная функция
When computed, the resulting number can range from +1 to -1. An autocorrelation of +1 represents perfect positive correlation (i.e. an increase seen in one time series will lead to a proportionate increase in the other time series), while a value of -1 represents perfect negative correlation (i.e. an increase seen in one time series results in a proportionate decrease in the other time series).
This value can be useful for computing for security analysis. For example, if you know a stock historically has a high positive autocorrelation value and you witnessed the stock making solid gains over the past several days, you might reasonably expect the movements over the upcoming several days (the leading time series) to match those of the lagging time series and to move upwards.
автокорреляция
Автокорреляция