In statistics, the autocorrelation of a random process is the correlation between values of the process at different times, as a function of the two times or of the time lag.
If Xt is a wide-sense stationary process then the mean μ and the variance σ2 are time-independent, and further the autocorrelation depends only on the lag between t and s: the correlation depends only on the time-distance between the pair of values but not on their position in time.