In addition, we explore whether the spatial autocorrelation
(Koenig and Knops, 1998; Overmars et al.
The global Moran's I index was used to estimate the strength of the global spatial autocorrelation
of average leprosy case detection rate in this study.
and Ljung Box Q-statistics are further provides the randomness of the return series.
Single signal autocorrelation
function is obtained by multiplying a signal with its own image shifted in time.
Higher Order Local Autocorrelation
Coefficient (HLAC)  is proposed by professor Otsu from Tokyo University at IAPR in 1988.
1] who investigate the relationship between the autocorrelations
of daily stock index returns and stock market trading volume.
This has been identifying that the process of solar flare duration is autoregressive because its autocorrelation
coefficient (of original series) decline to zero exponentially and its partial autocorrelation
drop after lag 1 and has no exponential behavior suggesting that an MA model would be inappropriate [12, 13].
An estimate for this effective sample size is commonly derived from a widely used formula based on the autocorrelation
function, but where the sample autocorrelation
function is applied instead of the true unknown autocorrelation
function of the time series, although a few studies highlighted the volatility of this approach.
In ARIMA modeling the order of AR(p) is identified by partial autocorrelation
function (PACF) while the order of MA(q) is identified by autocorrelation
function (ACF) (Tsay 2002).
Changes in level or autocorrelations
that decline slowly at longer lags require first-order differencing, whereas slope changes require second-order differencing.
Figure 1 shows the estimated autocorrelations
for the series [R.
For example, a study of return autocorrelations
using trade-to-trade returns uses trade time, and the time intervals between trades are treated as equivalent, even if one interval is 10 seconds and another is 10 minutes.