ACF (Autocorrelation) estimation


I have two signals "Signal A" and Signal B" and I plot the autocorrelation for each signal with itself as shown below. How I can determine which signal has a stronger correlation with itself. To calarify more, I want to answer this question : "Which signal is more correlated with itself "Signal A" or Signal B" ?

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Neno M.

Posted 2018-09-25T04:02:16.473

Reputation: 145

2Apart from looking at the graph where the first is clearly more autocorrelated? You coul try a Durbin-Watson test to get p-values. – user2974951 – 2018-09-25T06:24:46.310

No answers