ESS210B
Prof. Jin-Yi Yu
Typical
Autocorrelation Function
qIf the lag is small, the autocorrelation is still positive for many geophysical variables.
qThis means there is some
“persistence” in the variables.
qTherefore, if there are N
observations in sequence, they can not be considered independent from each
other.
qThis means the degree of freedom is
less than N.
(Figure from Panofsky and Brier 1968)