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partial correlation |
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partial correlation [′pär·shəl ‚kär·ə′lā·shən] (statistics) The strength of the linear relationship between two random variables where the effect of other variables is held constant. 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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nbsp;function and a partial autocorrelation function (Hipel et al. In addition, Miller cites evidence from the autocorrelation and partial autocorrelation functions, which indicate that first-differencing leaves a highly autocorrelated series with a slowly declining autocorrelation function, while the second-differencing produces only one significant spike in the autocorrelation function. These methods provide nonlinear analogues of the autocorrelation and partial autocorrelation matrices for a vector time series. |
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