# Serial correlation

From AMS Glossary

(Redirected from Serial correlation coefficient)

## serial correlation

Usually

*same as*autocorrelation, but occasionally used to designate lagged correlations between two separate series of observations, for example, the correlation between*x*_{i}, and*y*_{i+1}in the series*x*_{1},*x*_{2}, . . . and*y*_{1},*y*_{2}, . . . . The serial correlation coefficient is the product- moment correlation coefficient for the lagged correlations or for the correlations between series.