Evaluation of the uncertainty type A of the random stationary signal component from its autocorrelated observations

A proposal of evaluation of the uncertainty type A of the stationary random component of measured signal from its regularly sampled observations when they are auto-correlated is described. In the first step the regularly variable components of the signal are identified and removed from the raw sample data. Then upgreaded formulas for standard uncertainty type A of the sample and of the mean value are expressed with use the correction coefficients or the so-called "effective number" of observations. These quantities depend on number of observations and on the autocorrelation function of the sample cleaned from regular components. Two methods of finding and estimating the autocorrelation function for the sample data are also described. Some numerical examples are included.