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autocorrelation |
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autocorrelation [¦ȯd·ō‚kär·ə′lā·shən] (electronics) A technique used to detect cyclic activity in a complex signal. (statistics) In a time series, the relationship between values of a variable taken at certain times in the series and values of a variable taken at other, usually earlier times. How to thank TFD for its existence? Tell a friend about us, add a link to this page, add the site to iGoogle, or visit webmaster's page for free fun content. |
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| We used the partial autocorrelation function (25) to investigate the presence of residual autocorrelation, i. trends in the mean and variance) and the order of both the seasonal and non-seasonal autoregressive and moving-average indicators by using an autocorrelation function and a partial autocorrelation function (Hipel et al. Continuous data for each baseline measurement were initially checked for serial dependency by calculation of autocorrelation coefficients. |
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