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Mok-Kong Shen wrote: > > What I find difficult to understand is 'Also by inspection, > ...'. What do you mean by that? In the 'theorectically' > defined case ACF is 1.0 at origin but elsewhere 'exactly' > zero (not converging to zero!). If you consider a practical > case, then one could conceive that ACF is not 1.0 at > the origin but elsewhere has some very tiny fluctuations. > There is no inherent reason why that fluctuation has > to absolutely vanish at large lags in my view. (Could you > give math details to support you claim?) Sorry, should read 'that ACF is 1.0 at the origin'. M. K. Shen
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