*X*(

*t*), is the function:

ρ_{X}(t_{1},t_{2}) = C_{X}(t_{1},t_{2}) / sqrt(C_{X}(t_{1},t_{1})C_{X}(t_{2},t_{2}))

where C_{X}(*t*_{1},*t*_{2}) denotes the autocovariance of the process.

See all of correlation coefficient, there is 1 more in this node.

The correlation coefficient of a random process *X*(*t*), is the function:

ρ_{X}(t_{1},t_{2}) = C_{X}(t_{1},t_{2}) / sqrt(C_{X}(t_{1},t_{1})C_{X}(t_{2},t_{2}))

where C_{X}(*t*_{1},*t*_{2}) denotes the autocovariance of the process.