NIST Autocorrelation Plot

First published: 2003

Brief summary

NIST guide to autocorrelation plots.

Article

NIST Autocorrelation Plot is covered by the linked source. NIST guide to autocorrelation plots.

The material from NIST describes a method for detecting, decomposing, testing or reproducing structure in time-series data.

Reliable use requires attention to sampling, trend, missing values, noise, boundaries, parameter choices and multiple testing. Sensitivity checks help assess stability.

No method can confirm a genuine cycle from an attractive graph or isolated peak alone. Significance requires an appropriate null model and documented preprocessing.

Source details and credits

• Source / publisher: NIST
• Source type: Handbook
• URL type: WWW
• Credits: NIST
• URL: https://www.itl.nist.gov/div898/handbook/eda/section3/autocopl.htm