autocovariogram

Noun

 * 1) A covariogram that shows autocovariances.
 * 2) * 2018, Sargent and Ljungqvist, Recursive Macroeconomic Theory (4th ed.), MIT Press, p. 47:
 * Eequations (2.4.12) show that the autocovariogram for a stochastic process governed by a stochastic linear difference equation obeys the nonstochastic version of that difference equation.