correlogram


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correlogram

[kə′rel·ə‚gram]
(mathematics)
A curve showing the assumed correlation between two mathematical variables. Also known as correlation curve.
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A correlogram plotted r and permutational and bootstrapped 95% confidence intervals as a function of distance (Smouse and Peakall, 1999; Peakall et al.
Next, the mean equation needs to be solved with ARMA representation, therefore, this study also focused on ARMA specification with the help of correlogram of return series for full period shown in figure.
The problem of autocorrelation was observed which is dealt with by adding AR and MA terms in the regression [Prais and Winsten (1954)] after observing the correlogram while White Heteroscedasticity-consistent standard errors and covariances [White (1980)] were obtained after correcting the issue of heteroscedasticity in the data.
Autocorrelation functions were applied to analyze the correlation in a time series throughout the correlogram, and spectral analysis was used to assess the occurrence of peaks and highlight the cycles throughout the periodogram.
For these purpose Correlogram analysis and Augmented Dickey Fuller Test for unit root are used.
The color correlogram [35] is a variant of the color histogram, where geometric information is encoded as well as color information according to predefined geometric configurations.
The appropriate values of p and q properties of the series are determined by, for example, viewing the correlogram to examine its autocorrelation properties and by diagnostic tests on the residuals such as the normality test.
This maximum effectively defines the width of a window in the lag domain through which the correlogram is viewed; the narrower it is, the more the spectrum is smoothed.
The lag values for each experiment were plotted with the corresponding ACF and PACF values, yielding the correlogram plots (Williams 1997).
Graphs of residual correlogram and LM tests suggest that there exist serial correlation errors at the 4th level in Ontario and Quebec.
A correlogram of order 45 for the Y series is prepared and is exhibited in Figure 2.