The correlation of a variable with itself over successive time intervals. Technical analysts use serial correlation to determine how well the past price of a security predicts the future price. also called autocorrelation.
Related information about serial correlation:
- Serial Correlation (Very Brief Overview)
Introduction. I've never had much reason to worry about serial correlation in my work. But, if ... read other work in which serial correlation is an issue. I'll therefore ...
- Serial Correlation Definition | Investopedia
The relationship between a given variable and itself over various time intervals. Serial correlations are often found in repeating patterns when the level of a ...
- 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 ...
- Lecture 8: Serial Correlation
With no serial correlation, the probability of a “+” in this series is independent of history. □ With (positive) serial correlation, the probability of a “+” following a “+” ...
- Econometric Theory/Serial Correlation - Wikibooks, open books for ...
This is known in econometrics as Serial Correlation or Autocorrelation. This means that corr(\epsilon_t, \epsilon_{t-1}) \ne 0 and there is a pattern across the ...
- Lecture 18. Serial correlation: testing and estimation Testing for ...
Serial correlation: testing and estimation. Testing for serial correlation. In lecture 16 we used graphical methods to look for serial/autocorrelation in the random ...
- Heteroskedasticity and Serial Correlation - University of Wisconsin ...
Heteroskedasticity and Serial Correlation. Christopher Taber. Department of Economics. University of Wisconsin-Madison. April 22, 2011 ...
- serial correlation - The Free Dictionary
(Mathematics & Measurements / Statistics) Statistics another name for autocorrelation. Want to thank TFD for its existence? Tell a friend about us, add a link to ...