# Autocorrelation Informally, it is the similarity between observations as a function of the time lag between them. In other words, is $X_t$ correlated with $X_{t+1}$? This can be tested for via calculating the [cross correlation](https://en.wikipedia.org/wiki/Cross-correlation). --- Date: 20211231 Links to: [Time-Series-MOC](Time-Series-MOC.md) Tags: References: * [Wikipedia article](https://en.wikipedia.org/wiki/Autocorrelation)