0
$\begingroup$

enter image description here

I would like to ask you a question about autocorrelation from my table. Autocorrelation slows down and then it is up and again slows down. It could indicate non-stationarity of time series?

$\endgroup$

1 Answer 1

0
$\begingroup$

Acf reminds cosine, so your autocorrelation function looks like the one from sine wave.

Check here: https://math.stackexchange.com/questions/1518206/finding-the-autocorrelation-of-a-sine-wave

also here can be informative for you: Sinusoidal acf plot

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge you have read our privacy policy.

Not the answer you're looking for? Browse other questions tagged or ask your own question.