A plot showing 100 random numbers with a "hidden" sine function, and an autocorrelation (correlogram) of the series on the bottom. ... en.wikipedia.org/wiki/Autocorrelation - 50k - Cached - Similar pages
be a periodic sequence, then the autocorrelation of the sequence, sometimes called the periodic autocorrelation (Zwillinger 1995, p. 223), is the sequence ... mathworld.wolfram.com/Autocorrelation.html - 28k - Cached - Similar pages
Although the time variable, X, is not used in the formula for autocorrelation, the assumption is that the observations are equi-spaced. ... www.itl.nist.gov/div898/handbook/eda/section3/eda35c.htm - 9k - Cached - Similar pages
Autocorrelation - Definition of Autocorrelation on Investopedia - A mathematical representation of the degree of similarity between a given time series and ... www.investopedia.com/terms/a/autocorrelation.asp - 29k - Cached - Similar pages
21 Jul 2008 ...Autocorrelation is the correlation of a signal with itself (Parr 1999). This is unlike cross-correlation, which is the correlation of two ... cnx.org/content/m13391/latest/ - 28k - Cached - Similar pages
5 Apr 2005 ... Summary: The module will explain Autocorrelation and its function and properties . Also, examples will be provided to help you step through ... cnx.org/content/m10676/latest/ - 75k - Cached - Similar pages
Here the difference between autocorrelation and convolution is illustrated by considering the following function which is a unit ramp cut off at t = 1. ... cnyack.homestead.com/files/aconv/convau1.htm - 4k - Cached - Similar pages
File Format: PDF/Adobe Acrobat - View as HTML Your browser may not have a PDF reader available. Google recommends visiting our text version of this document. The autocorrelation function tells us the time interval over which a correlation in the ...autocorrelation function there is only time history of data. ... coke.physics.ucla.edu/laptag/Lectures/Lecture5.pdf - Similar pages
The cross-correlation of a signal with itself gives its autocorrelation: ... is real, its autocorrelation is real and even (symmetric about lag zero). ... www.dsprelated.com/dspbooks/mdft/Autocorrelation.html - 68k - Cached - Similar pages
The following options on the OLS command can be used to obtain test statistics for detecting the presence of autocorrelation in the residuals. ... shazam.econ.ubc.ca/intro/testauto.htm - 11k - Cached - Similar pages