autokovarianciát
Autokovariancia, often translated as autocovariance, is a statistical measure used in time series analysis. It quantifies the linear relationship between observations of a time series at different points in time. Specifically, it measures how the covariance of a random variable with itself changes as the time lag between the two observations increases.
The autocovariance function, denoted by $\gamma_X(h)$, for a stationary time series $X_t$ at lag $h$ is defined
A key property of autocovariance is that $\gamma_X(0)$ represents the variance of the time series, as it