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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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| The exercises are very helpful and Madsen also provides extra material on partial autocorrelations and some results from trigonometry. Table 8 reports autocorrelations (AC) coefficients of political relation strategy and political performance respectively. While their study is concerned with autocorrelations in returns, there is indirect evidence that supports a positive momentum effect. |
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