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 ?
5,1], there is exactly one autocorrelation function with self-similarity [27].
The result is the process x(n) defined in interval [0, N-1] and its autocorrelation function.
However, we will show the results of typical autocorrelation function and distribution function of the hydrodynamic radius obtained by CONTIN analysis for two polymer concentrations (1 and 3 g/L) in 0.
AC = Autocorrelation function, PAC = Partial Autocorrelation Function
While the integration of an ARCH process with an STS model is beyond the scope of this paper, diagnostic evidence on the relevance of an ARCH specification - Q statistics for the autocorrelation function of the squared residuals associated with the models in Tables II and III, not reported - do not support a full period ARCH model in favor of a structural break model.
If the model is appropriate, then the residual sample autocorrelation function should not differ significantly from zero for all lags greater than one.
The most obvious use of mass autocorrelation function is to get an accurate representation of the repeat unit of the polymer.
The results of these experiments indicate that if the other variables in the system had followed a path that omitted seasonal variation rather than their actual path, the autocorrelation function for interest rates would have continued to indicate significant seasonality after 1914.
The autocorrelation function for each normalized-price series showed a rapid decline as the number of lags became large, implying no drifting effect in any series, so that each series was stationary.
These terms or numbers were determined through the autocorrelation function and the partial autocorrelation function.
The sample autocorrelation function (ACF) of lag k, (r.
Another commonly used method for determining the delay parameter is the autocorrelation function (ACF).