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autocorrelation

The correlation of a variable with itself over successive time intervals. also called serial correlation.

Related information about autocorrelation:
  1. Autocorrelation - Wikipedia, the free encyclopedia
    Autocorrelation is the cross-correlation of a signal with itself. Informally, it is the similarity between observations as a function of the time separation between ...
     
  2. Autocorrelation -- from Wolfram MathWorld
    be a periodic sequence, then the autocorrelation of the sequence, sometimes called the periodic autocorrelation (Zwillinger 1995, p. 223), is the sequence ...
     
  3. 1.3.5.12. Autocorrelation
    Detect Non-Randomness, Time Series Modeling, The autocorrelation ( Box and Jenkins, 1976) function can be used for the following two purposes: To detect ...
     
  4. Autocorrelation Definition | Investopedia
    A mathematical representation of the degree of similarity between a given time series and a lagged version of itself over successive time intervals. It is the same ...
     
  5. Convolution and Autocorrelation
    Here the difference between autocorrelation and convolution is illustrated by considering the following function which is a unit ramp cut off at t = 1.
     
  6. Spatial Autocorrelation Spatial Autocorrelation - Salisbury University
    understand spatial autocorrelation” Actually, they don't ... Negative autocorrelation describes patterns in ... Measure the strength of spatial autocorrelation in ...
     
  7. Autocorrelation & First Differences - YouTube
    Jan 14, 2010 ... How the special problem of autocorrelation affects time series regression techniques and some steps that can be taken to mitigate those ...
     
  8. Autocorrelation
    The autocorrelation function is Hermitian: $\displaystyle {\hat r}_x(-l) = \ ... is real, its autocorrelation is real and even (symmetric about lag zero). The unbiased ...