HomeDefinitionsCompareDebt Serial covarianceThe financial definition for Serial covariance:The covariance between a variable and the lagged value of the variable; the same as autocorrelation. Similar MatchesCovarianceCovarianceA statistical measure of the degree to which random variables move together. A positive covariance implies that one variable is above (below) its mean value when the other variable is above (below) its mean value. Click to compare definitions of Serial covariance Click to view definitions beginning se |