Single-lag sample autocorrelation
Measure full-mean-centered serial association at a specified lag in an equally spaced sequence.
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Enter 3–500 values. The lag must be between 1 and the series length minus one. Do not close gaps by silently omitting occasions.
The starting values are hypothetical. Results update as you edit. Use aggregate or synthetic inputs only.
Calculation results
- Sample autocorrelation
- 0.25
- Lagged pairs
- 3
- Lag
- 1
How to interpret the output
Uses the full-series sum of squared deviations as denominator. Trends and changes in regime can induce serial association. This descriptive estimate gives no p-value. Method checked 9 November 2026.
Method reference