In statistics, given a stochastic process X(t), the<unk>  is simply the covariance of the signal against a time-shifted version of itself.  If each state of the series has a mean, E[Xt] = μt, then the<unk>  is given by
where E is the expectation operator.
Autocovariance
Association 
Block design
Unblinding
Degrees of freedom 
Random variable
Absolute deviation
Autocorrelation