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.
References in periodicals archive ?
Order of ARMA model and estimating model parameters: The order of the ARMA model is found by examining the autocorrelations and partial autocorrelations of the (now) stationary series.
The results were again assessed for autocorrelation by assessing the residuals from the ARIMA plotted on both the autocorrelation function (ACF) and the partial autocorrelation function (PACF) maps.
This is done through examining the autocorrelations and partial autocorrelations of the residuals of various orders.
Table 3 (B) Series: Current Year Dividend (Partial Auto Correlations) Lag Partial Autocorrelation Std.
Examination of the autocorrelation and partial autocorrelation functions for Kvichak River freshwater age groups 1 and 2 and the Egegik River freshwater age-group-1 MSW1 univariate time series indicated that these time series had a constant mean and variance.
Causation is detected by partial autocorrelation and by consecutive recurrence at low embedding dimensions.
A plot of the autocorrelation function (ACF) and partial autocorrelation function (PACF) for the first difference of HELPH (dHELPH) indicate a first-order autoregressive model.
l] (often called the lag-l partial autocorrelation matrices [Tiao and Box 1981]) are consistent with zero.
To determine the order of Autoregressive (AR) and/or Moving average (MA), use is made of autocorrelation function (AC) and partial autocorrelation function (PAC) of the series.
These methods provide nonlinear analogues of the autocorrelation and partial autocorrelation matrices for a vector time series.
The chosen model is an ARIMA model (1,2,2) of which the behavior of the sample autocorrelation function (SAC) and the sample partial autocorrelation function (SPAC) has been examined.