Serial correlation is correlation between values of the same time series at different times. The serial correlation at lag is its autocorrelation
at
;
first-order serial correlation is the case
.
Serial Correlation
See also
Autocorrelation, Durbin-Watson Statistic, Sample Autocorrelation, Time Series Lag, von Neumann RatioExplore with Wolfram|Alpha
Cite this as:
Weisstein, Eric W. "Serial Correlation." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/SerialCorrelation.html