I have set $x = {1,2,3,4,5}$ and set $y = {2,3,4,5,6}$. Lets say the correlation of $x$ and $y$ is $0.7$. If I then have set $z = {1,2,3,4,5,2,3,4,5,6}$, and I do autocorrelation using lag $=$ $5$, should I not get the same $0.7$? I have been doing this but I keep getting different results. I'm wondering if I'm doing something wrong, or maybe it is that they should have different results.
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denominators are different in the correlation formula and the autocorrelation formula. (moved to answer at moderator's request) |
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