autocovariogram

== English == === Etymology === From auto- +‎ covariogram. === Noun === autocovariogram (plural autocovariograms) A covariogram that shows autocovariances. 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.