# Autocorrelation

Learn about autocorrelation, why it matters for prediction, and how to plot an autocorrelogram.

## The autocorrelation coefficient

We say that a random variable **autocorrelated** if its value at a period **serially correlated** or that it presents a **serial correlation**.

The concept of serial correlation is intimately connected to the concept of weak stationarity. The autocorrelation coefficient,

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