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Serial correlation

Psychometrika, 1946
Formulas are presented for triserial correlation, quadriserial correlation, etc., and for serial correlation in general. These formulas are based on well-known procedures outlined by Kelley, Peters and Van Voorhis, and others, and involve Pearson's correction for “broad categories.” The formula for biserial correlation also may be developed following ...
exaly   +3 more sources

Serial Correlation and Serial Dependence [PDF]

open access: possible, 2008
Serial correlation and serial dependence have been central to time series econometrics. The existence of serial correlation complicates statistical inference of econometric models; and in time series analysis, inference of serial correlation, or more generally, serial dependence, is crucial to characterize the dynamics of time series processes. Lack of
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