Thus cannot be distinguished from white noise using the autocorrelation function.

In the signal processing sense, the autocovariance can be related to the autocorrelation function.

It can be shown that the autocorrelation function of is:

The maximum of the autocorrelation function of is reached at 0.

This autocorrelation function has a peak at the origin, where the original source was.

In this case, the measure of correlation is the autocorrelation function (sometimes called self-coherence).

The sample partial autocorrelation function is generally not helpful for identifying the order of the moving average process.

Thus this procedure measures the Fourier transform of the autocorrelation function.

The most important use of the autocorrelation function is its use for size determination.

An alternative formulation is in terms of the autocorrelation function.