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.
References in periodicals archive ?
A stationarity requirement, defined as a constant mean, variance and autocorrelation through time, constrains parameters to a certain range.
These alternatives include autocorrelation and Ljung-Box Q statistics, runs tests, volatility tests and variance ratio tests.
2]O emission and soil temperature at a lag of 1 month after adjustment for autocorrelation at a lag of 1 month and season in the mango crop.
Under the null hypothesis of no spatial autocorrelation, the theoretical mean of Moran's I is given by:
Because the political dummy variables used are highly persistent, it is possible that the regressions suffer from the spurious regression bias, a situation that "arises when the persistence or high autocorrelation of a predictor variable tricks the standard test statistics into finding a 'significant' relation where none exists" (Ferson, Sarkissian, and Simin, 2008).
Bounded sequences have been constructed on Z whose autocorrelations at integers are inverse Fourier transforms of linear combinations of dilates of Fejer functions.
A more practical approach to design a binary sequences with low autocorrelation sidelobe levels and high discriminating factors is to numerically search the best Binary sequences by minimizing a cost function that measures the degree to which a specific result meets the design requirements.
Analysis of the residuals indicates stationarity and no residual autocorrelation.
Thus, a logical method of diagnostic checking is to compute the residuals and then estimate and examine their autocorrelation function.
Table 3 (A) shows autocorrelation diagnostics for current year dividend using Box-l jung statistics.
Autocorrelations, correlations and right extension sets of words.
In Figure 3, we display the autocorrelations and cross-correlations of inflation and marginal cost for the four periods we have just mentioned: the 1960s, 1970s, 1980s, and the period beginning in 1992.