autocorrelation

(redirected from autocorrelations)
Also found in: Dictionary, Medical, Financial.

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.
McGraw-Hill Dictionary of Scientific & Technical Terms, 6E, Copyright © 2003 by The McGraw-Hill Companies, Inc.
References in periodicals archive ?
This feature is important since the autocorrelations and cross-correlations of inflation depend on the average inflation rate only through the responsiveness of inflation to marginal cost, [a.sub.1].
and Pierce, D.A.: 1970, Distribution of the autocorrelations in autoregressive moving average time series models, Journal of American Statistical Association, 65, 1509-1526.
Since the objective of the study is to find out the trends of stated economic players or whether or not the various economic players of Pakistan follow the certain trend therefore the autocorrelation is checked through deploying the Box-Ljung Statistic to investigate the presence/absence of possible trends of stated players.
Khan 73 Tank 74 Bunir BALOCHISTAN 75 Quetta 76 Sibi 77 Nasirabad 78 Kalat 79 Pishin 80 Qilla Abd 81 Bolan 82 Pangjur 83 Barkhan 84 Chagai 85 Jaffarabad 86 Jhal Magsi 87 Mastung 88 Awaran 89 Gwadar 90 Turbat 91 Kharan 92 Ziarat 93 Khuzdar 94 Killa Saif 95 Lasbella 96 Loralai 97 Musa Khel 98 Zhob Table A2a Global Autocorrelation Results for Earnings Income Inequality--Geary's C (2005) Weight Matrix I II i [not equal to] j [w.sub.i,j] = 0 or 1 [w.sub.i,j] = 1/[d.sub.i,j] I = j [w.sub.i,i] = 0 Geary's C 0.824 1.458 E(C) 1.000 1.000 Sd(C) 0.082 0.324 Z -2.138 1.413 p-value 0.033 0.158 Source: Author's Calculations.
In fact, (a) the output autocorrelation is chosen in order to satisfy the PSLR requirement and the spectral band requirement; (b) the MEPPR requirement is satisfied by the hard limiter, and (c) the orthogonality is obtained by the randomness of the white Gaussian input sequence; and may be enhanced by proper choices of the generated output sequences.
Figure 2 shows the estimated autocorrelations for the residual series [e.sub.t]; [absolute value of [e.sub.t]]; and [e.sup.2.sub.t].
Figures 6(a), 6(b), and 6(c) show the 2D autocorrelations of the three speckle patterns presented in Figures 3(b), 4(b), and 5(b), respectively.
Power spectrum plots describe the periodic oscillation as the same as autocorrelation plots.
In order to improve the anti-interference ability, the traditional SS communications are interested in the maximum peak absolute values of autocorrelations and cross-correlations:
The third test is based on the sum of squares of the first 24 autocorrelation coefficients.
Artificial example of volatility clustering with Gaussian distribution, volatility autocorrelation: -0.563, skewness: -0.0092, kurtosis: -0.252 (source: own research)