一阶序列相关,或自相关 E(44+1)≠0 i=1,2,.,n-1 ui=pu+ p称为自协方差系数(coefficient of autocovariance)或一阶自相关系数 (first- order coefficient of autocorrelation) • 一阶序列相关,或自相关 E i i ( ) +1 0 i = 1,2, , n −1 i i i = + −1 ρ称为自协方差系数(coefficient of autocovariance)或一阶自相关系数(firstorder coefficient of autocorrelation)