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Re: I Link: Autocorrelation , Cross-Correlation / Convolution & Fourier Transform

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Posted by DickT on March 06, 2003 at 14:41:43:

In Reply to: I Link: Autocorrelation , Cross-Correlation / Convolution & Fourier Transform posted by kx21 on March 05, 2003 at 19:00:11:

kx21,

Yes indeed, I apologize. The Wiener-Kinchine theorem (two names to conjure with!) says the autcorrelation function of an expectation is just the Fourier transform of the absolute square of the expectation.

Now tell me where autocorrelation comes into factor analysis.

Regards,
Dick

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