autocorrelation

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autocorrelation

A measure of how closely a signal in a time series resembles a time-delayed image of itself—periodic signals are highly autocorrelated; random signals are not.
References in periodicals archive ?
They demonstrate that changes in investor recognition are autocorrelated and, after controlling for this autocorrelation, changes in investor recognition are negatively related to future stock returns.
Moran's Index revealed both presence/absence of mistletoe and mistletoe severity to be spatially autocorrelated.
Finally, in panel E, the results of testing the error structure indicate the regression errors are first-order autocorrelated as well as correlated across equations; thus, our GLS estimates in Table 5 allow for first-order auto-correlation and error correlation across regions.
Model identification and prediction uncertainty of linear building energy use models with autocorrelated residuals.
Prior to the formal study of announcement effects on volatility, researchers found that volatility is autocorrelated and displays intraday and intraweek patterns.
Correlation coefficients calculated between indices and Ys and Yp were partly autocorrelated because Ys and Yp were used to calculate the indices (table 4).
We now see why Butler and I could 'contour' phosphorus but not potassium; phosphorus is autocorrelated at the working scale, whereas potassium is not.
These models are known to be well adapted to forecast highly seasonal and autocorrelated data (Stergiou et al.
Evolutionary search for low autocorrelated binary sequences" IEEE Transactions on Evolutionary Computing, 2 (1998), 34-39.
Likelihood function of the regression model with autocorrelated errors can be expressed as follows:
t] can arise by aggregating variables that are stationary and autocorrelated of order one but have different autoregressive coefficients.
However, even though values for DD > 0[degrees] C at the sites are likely spatially autocorrelated, predicted climate suitability remained a significant determinant of the tick population index when the ordered logistic regression model was adjusted for the clustering (Table 2).