Autocorrelation is the cross-correlation of a signal with itself, and autocovariance is the cross-covariance of a signal with itself.

According to https://www.mathworks.com/help/signal/ug/correlation-and-covariance.html
the cross-correlation two wide-sense stationary random process, $x(n)$ and $y(n)$ is :

$R_{xy}(m) = E\{x(n+m)y(n) \}$

whereas the cross-covariance is defined as:

$C_{xy}(m) = E\{(x(n+m)-\mu_x)  (y(n)-\mu_y) \} = R_{xy}(m) - \mu_x\mu_y$


However, statsmodels https://www.statsmodels.org/stable/_modules/statsmodels/tsa/stattools.html calls in its function for the autocorrelation (acf) the autocovariance function (acovf):

```avf = acovf(x, unbiased=unbiased, demean=True, fft=fft, missing=missing)```

where ***acovf*** subtracts the mean since ***demean*** is set to ***True***.

```xo = x - x.mean()```

But according to the definition, the cross-correlation is simply the dot product without subtracting the mean.
What am I not getting here?