Auto Correlation
Autocorrelation is a mathematical representation of the degree of similarity between a given time series and a lagged version of itself over successive time intervals. It's conceptually similar to the correlation between two different time series, but autocorrelation uses the same time series twice: once in its original form and once lagged one or more time periods.
Consider an finite length sequence, say x(n). Then the auto correlation of x(n) can be obtained by simply performing convolution between x(n) and x(-n) i.e
Rxx(n) = x(n)*x(-n)
The step-by-step values for the provided input is shown at the bottom of the page: