TD_ACF Function | Teradata Vantage - TD_ACF - Teradata VantageCloud Lake

Lake - Analyze Your Data with ClearScape Analytics™

Deployment
VantageCloud
Edition
Lake
Product
Teradata VantageCloud Lake
Release Number
Published
February 2025
ft:locale
en-US
ft:lastEdition
2026-02-20
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tcl1683670667798

TD_ACF calculates the autocorrelation or autocovariance of a time series. Autocorrelation and autocovariance show how the time series correlates or covaries with itself when delayed by a lag in time or space. When TD_ACF is computed, a coefficient corresponding to a particular lag is affected by all the previous lags. For example, the coefficient for lag 4 includes effects of activity at lags 3, 2, and 1.