Meanings
plural autocovariograms
- A covariogram that shows autocovariances.
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.
2018, Sargent and Ljungqvist, Recursive Macroeconomic Theory (4th ed.), MIT Press, p. 47
Origin
Cite this entry
autocovariogram. (n.d.). In WatkinsX Dictionary. Retrieved November 4, 2026, from https://dictionary.watkinsx.com/word/autocovariogram
“autocovariogram.” WatkinsX Dictionary, https://dictionary.watkinsx.com/word/autocovariogram. Accessed November 4, 2026.
WatkinsX Dictionary, s.v. “autocovariogram,” accessed November 4, 2026, https://dictionary.watkinsx.com/word/autocovariogram.
Source: autocovariogram on Wiktionary, CC BY-SA 4.0.