*X*(

*t*) is given by:

R_{X}(t_{1},t_{2}) = EX(t_{1})X(t_{2})

The autocorrelation is related to the autocovariance C_{X}(*t*_{1},*t*_{2}) of the process by:

C_{X}(t_{1},t_{2}) = R_{X}(t_{1},t_{2}) - EX(t_{1})EX(t_{2})

The autocorrelation of a stationary process is a function of the delay *t*_{1}-*t*_{2} only and is maximum at *t*_{1}-*t*_{2} = 0.