autocovariogram

English

Etymology

auto- +‎ covariogram

Noun

autocovariogram (plural autocovariograms)

1. A covariogram that shows autocovariances.
   • 2018, Sargent and Ljungqvist, Recursive Macroeconomic Theory (4th ed.), MIT Press, p. 47:

     Eequations (2.4.12) show that the autocovariogram for a stochastic process governed by a stochastic linear difference equation obeys the nonstochastic version of that difference equation.