Correlogram

In the analysis of data, a correlogram is an image of correlation statistics. For example, in time series analysis, a correlogram, also known as an autocorrelation plot, is a plot of the sample autocorrelations versus (the time lags).

If cross-correlation is used, the result is called a cross-correlogram. The correlogram is a commonly used tool for checking randomness in a data set. This randomness is ascertained by computing autocorrelations for data values at varying time lags. If random, such autocorrelations should be near zero for any and all time-lag separations. If non-random, then one or more of the autocorrelations will be significantly non-zero.