Autocovariance, autocorrelation and partial autocorrelation functions क्या है?

For a weakly stationary process, the autocovariance function is $\gamma(h) = \Cov(X_t, X_{t+h})$, and the autocorrelation function is $\rho(h) = \gamma(h)/\gamma(0)$. The partial autocorrelation function at lag $h$ is the last coefficient $\phi_{hh}$ of the best linear predictor of $X_{t+h}$ from $X_{t+h-1}, \dots, X_t$: the correlation at lag $h$ once the intermediate lags are accounted for.