Your In Autocorrelation Days or Less
For example, if
X
=
(
X
great site
1
,
X
2
this ,
X
3
)
{\displaystyle \mathbf {X} =\left(X_{1},X_{2},X_{3}\right)^{\rm {T}}}
is a random vector, then
R
X
X
{\displaystyle \operatorname {R} _{\mathbf {X} \mathbf {X} }}
is a
3
3
{\displaystyle 3\times 3}
matrix whose
(
i
,
j
)
{\displaystyle (i,j)}
-th entry is
E
[
X
i
X
j
]
{\displaystyle \operatorname {E} [X_{i}X_{j}]}
. .