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Correlations and variance?

  1. Apr 22, 2009 #1
    What is the difference between Auto-correlation and auto-variance?
    The same for cross-correlation and cross-variance?
  2. jcsd
  3. Apr 22, 2009 #2


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    Science Advisor

    The essential difference in both cases is a matter of normalization. The correlations are obtained from the cross- or co- variances by dividing by the square root of the product of the variances of the individual variables being correlated. As a result the correlations are limited in magnitude to be between 0 and 1.
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