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Time Series Analysis with Python

Autocorrelation

Explore autocorrelation to understand how a numerical variable relates to itself over time using techniques like autocorrelograms and autocorrelation functions. This lesson helps you identify patterns and significance in time series data, improving your analysis and forecasting skills.

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Understanding correlation

Correlation is a measure of the linear relationship between two numeric variables. In other words, it tells us how much two variables are related. A correlation coefficient is a number between −1-1 and +1+1 , and it gives not only the measure of how strong that relationship is but also the direction it leans toward.

For example, if the correlation coefficient between ...