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I've been looking for fortran code for computing the autocorrelation function like R's acf function. The code I have found so far uses some parameter called the dimension of correlation. I am used to seeing autocorrelation in terms of lag. What is the relationship between the dimension and the lag? Or am I mixing up two different types/concepts of autocorrelation?

UPDATE So it does just look like an issue of semantics---at least, for this implementation. I got thrown off by this implementation, which seems to be doing something entirely different.

Richard Hardy
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mikeck
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  • Programmers can call their variables anything they like, subject to the lexical requirements of the language. – whuber Nov 05 '16 at 21:48
  • Thanks @whuber---so you suspect it's just semantics? Have you seen the term "dimension" used to refer to lag? – mikeck Nov 06 '16 at 01:47
  • Experience has taught me to infer little from the names programmers give to their variables. Sometimes they can be misleading. Using "dimension" for lag would be strange--and it would be awful in a Fortran program, too, because of the special role of that word in the language. Fortunately, I don't see *anything* in either of your links that calls any variable "dimension". I really can't tell what you might be referring to by this word. – whuber Nov 06 '16 at 15:38
  • @whuber, in the first link the author describes the variable `M` as the "dimension" in the post text. In the second link, my exploration of the context for the variable `nmolecules` (which I assumed was a shortcut to allow autocorrelation for multiple variables, rather than having to call the function multiple times) which led me to discussions of autocorrelation between molecular spins and the term [correlation dimension](https://en.wikipedia.org/wiki/Correlation_dimension) was used. I still don't understand what the code in the second link is doing, but the first link matches results in R. – mikeck Nov 06 '16 at 19:11
  • The second link appears to compute the [autocorrelation function](http://stats.stackexchange.com/questions/81754), or "acf." – whuber Nov 06 '16 at 20:36

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