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Miha Kralj
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| **PineScript** | [acf.pine](acf.pine) |
- The Autocorrelation Function (ACF) measures the correlation of a time series with a lagged copy of itself.
- **Similar:** [PACF](../pacf/Pacf.md), [Correlation](../correlation/Correlation.md) | **Trading note:** Autocorrelation function; detects mean-reversion (negative ACF) vs momentum (positive ACF) in returns.
- **Similar:** [PACF](../pacf/Pacf.md), [Correl](../correl/Correl.md) | **Trading note:** Autocorrelation function; detects mean-reversion (negative ACF) vs momentum (positive ACF) in returns.
- Validated against mathematical properties and theoretical AR-process expectations.
The Autocorrelation Function (ACF) measures the correlation of a time series with a lagged copy of itself. It is fundamental for identifying repeating patterns, seasonal effects, and determining the order of time series models like ARMA/ARIMA.