Results 101 to 110 of about 97,225 (153)

Autocorrelation

2011
This chapter discusses theoretical autocovariance, autocorrelation functions of autoregressive models of orders 1 and 2, and autocorrelation function-derived timescale. The autocorrelation function of a scalar time series is a prime tool for estimating the characteristic timescale separating successive independent realizations in ...
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Autocorrelation in Spaces [PDF]

Environment and Planning A: Economy and Space, 1979
Autocorrelation provides a means of characterising spatial structure, yet different kinds of structure are revealed in different spaces. The choice of weights when calculating an autocorrelation statistic is discussed. An examination of autocorrelation in transformed spaces is suggested and illustrated empirically by use of correlograms for German ...
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On trend and autocorrelation

Communications in Statistics, 1975
Many time series in economics and other areas can be effectively represented as the sum of a polynomial trend and an autoregressive intagratad moving average process, in some cases after allowing for a systematic modal. Such series are nonstationary if either the degree $ill:a$eill: of the trend or the number d of autoregressive roots lying on the unit
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Heteroskedasticity and Autocorrelation Corrections

2008
Heteroskedasticity and autocorrelation consistent (HAC) covariance matrix estimation refers to calculation of covariance matrices that account for conditional heteroskedasticity of regression disturbances and serial correlation of cross products of instruments and regression disturbances.
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Spatial autocorrelation and political belonging autocorrelation

1997
info:eu-repo/semantics ...
Grasland, C., Decroly, Jean-Michel
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An Analytical Process of Spatial Autocorrelation Functions Based on Moran’s Index

PLoS ONE, 2021
Yanguang Chen
exaly