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
In optics, various autocorrelation functions can be experimentally realized. The field autocorrelation may be used to calculate the spectrum of a source of ... en.wikipedia.org/wiki/Optical_autocorrelation - 36k - Cached - Similar pages More results from en.wikipedia.org »
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
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/ - 25k - 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/ - 72k - 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
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
In addition, autocorrelation plots are used in the model identification stage for Box-Jenkins autoregressive, moving average time series models. ... www.itl.nist.gov/div898/handbook/eda/section3/autocopl.htm - 12k - Cached - Similar pages More results from www.itl.nist.gov »
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
In a performance context, positive autocorrelation of period returns can result in ... Negative autocorrelation can result in a positive (negative) relative ... www.andreassteiner.net/performanceanalysis/?Risk_Measurement:Advanced_ Topics:Autocorrelation - 24k - Cached - 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
Hi: im interested in finding autocorrelation function for a whole signal instead of ... I am interested in obtaining something like a cyclic autocorrelation... www.dsprelated.com/comp.dsp/keyword/Autocorrelation.php - 49k - 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
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
21 Feb 2006 ... The autocorrelation result is typically a correlation computed for ... The autocorrelation values are computed here using FFT techniques. ... www.ciphersbyritter.com/NOISE/NOISGLOS.HTM - 29k - Cached - Similar pages
It is an important property of the autocorrelation function that it is itself periodic. For periodic signals the function attains a maximum at sample lags ... www.dcs.shef.ac.uk/~martin/MAD/auto/auto.htm - 8k - 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. Some of these contracts on autocorrelation have important im- ..... While equities typically display low autocorrelation, many com- ... www.math.nyu.edu/research/carrp/papers/pdf/tradingmeanreversionoh.pdf - Similar pages by P Carr - 2003 - Cited by 8 - Related articles
File Format: Microsoft Powerpoint A particularly common type of autocorrelation, at least as an approximation, ... Here is a more complex example of autoregressive autocorrelation. ... Similar pages
Correlation of a variable with itself, whenever considering observations with a gap in time (temporal autocorrelation) or in space (spatial (...) www.hypergeo.eu/spip.php?article223 - 18k - Cached - Similar pages
Definition of Autocorrelation in the Financial Dictionary - by Free online English dictionary and encyclopedia. What is Autocorrelation? financial-dictionary.thefreedictionary.com/Autocorrelation - 31k - Cached - Similar pages
When the correlation is calculated between a series and a lagged version of itself it is called autocorrelation. A high correlation is likely to indicate a ... local.wasp.uwa.edu.au/~pbourke/other/correlate/ - 13k - Cached - Similar pages
autocorrelation ( ¦ödō′kärə′lāshən ) ( electronics ) A technique used to detect cyclic activity in a complex signal. www.answers.com/topic/autocorrelation-1 - 85k - Cached - Similar pages
Program: Autocorrelation-range EIS entry: %N A005434 Correlations of length n. This program computes the kappa sequence of [Guibas, Odlyzko 1981] here ... www.mathematik.uni-bielefeld.de/~sillke/SEQUENCES/autocorrelation-range .c - Similar pages
The Autocorrelation block computes the autocorrelation of a vector input. For a length-M input u (indexed from 1 to M), the block output, y, is a vector of ... dali.feld.cvut.cz/ucebna/matlab/toolbox/dspblks/autocorrelation.html - 7k - Cached - Similar pages
Sometimes lagged endogenous and/or exogenous variables can be introduced in order to reduce the autocorrelation problem. This is a quite flexible tool with ... www.xycoon.com/autocorrelation.htm - 30k - Cached - Similar pages
31 Oct 2006 ... See Also : correlation, spatial autocorrelation, Tobler's First Law of ... Temporal data is said to exhibit serial autocorrelation when ... support.esri.com/index.cfm?fa=knowledgebase.gisDictionary.search& searchTerm=autocorrelation - 34k - Cached - Similar pages
File Format: Microsoft Powerpoint - View as HTML Measures only the presence of first order autocorrelation and assumes that lag of the dependent variable is not included. No autocorrelation is its null ... www.uovs.ac.za/faculties/documents/04/099/LEK604/10236- Lecture%20week%206%20autocorrelation.ppt - Similar pages
The above decay of correlation with distance strongly argues in favor of the " null" model being stations with spatial autocorrelation decaying to 0 by 2500 ... www.climateaudit.org/?p=5296 - 166k - Cached - Similar pages
This binary vector is called the autocorrelation of the word and has the same length as the word. Not all possible binary vector of length n are ... www.lirmm.fr/~rivals/RESEARCH/PERIOD/ - 34k - Cached - Similar pages
The autocorrelation function gives a measure of the extent to which a ... The detection of periodicity buried in noise, since the autocorrelation of a ... www.diracdelta.co.uk/science/source/a/u/autocorrelation/source.html - 14k - Cached - Similar pages
Downloadable! This paper is concerned with the estimation of covariance matrices in the presence of heteroskedasticity and autocorrelation of unknown forms. ideas.repec.org/p/cwl/cwldpp/877r.html - 11k - Cached - Similar pages by DWK Andrews - Cited by 1542 - Related articles - All 12 versions
This free online software (calculator) computes the autocorrelation and partial autocorrelation function for any univariate time series. www.wessa.net/rwasp_autocorrelation.wasp - 49k - Cached - Similar pages
The intensity autocorrelation was the first attempt to measure an ultrashort pulse's intensity vs. time. Early on (the 1960's), it was realized that no ... www.physics.gatech.edu/gcuo/Tutorial/Autocorrelation.html - 20k - Cached - Similar pages
21 Jan 2009 ... The best theoretical physics blog that the search engine can offer you, by a Czech conservative string theorist, focusing on high-energy ... motls.blogspot.com/2009/01/hadcrut3-autocorrelation-and-records.html - 180k - Cached - Similar pages
The Autocorrelation block computes the autocorrelation along each column of a frame-based input, and computes along the first dimension of an N-D ... www.mathworks.com/access/helpdesk/help/toolbox/dspblks/ref/ autocorrelation.html - 20k - Cached - Similar pages
I'd like to discuss how that trend rate is often estimated, and the effect of autocorrelation on that estimate. If you already know all the ins and outs of ... tamino.wordpress.com/2008/03/22/autocorrelation/ - 317k - Cached - Similar pages
File Format: Microsoft Powerpoint - View as HTML Autocorrelation occurs when assumption IV of the classical LRM breaks down, meaning that the error term observations in a regression are correlated ... cobweb.ecn.purdue.edu/~flm/CE697M_files/TS_Autocorrelation.ppt - Similar pages
The intensity autocorrelation was the first attempt to measure an ... This is the intensity autocorrelation. The superscript (2) implies that it's a ... www.swampoptics.com/tutorials_autocorrelation.htm - 14k - Cached - Similar pages
Internally, a frequency-domain algorithm based on a Fast Fourier Transform is used for calculating the discrete autocorrelation. ... www.tm.tfh-wildau.de/~mselz/html/dphtml/dp_manual40.html - 3k - Cached - Similar pages
Maximum lag of autocovariance, autocorrelations, and standard errors of autocorrelations to be computed. lagmax must be greater than or equal to 1 and less ... www.vni.com/products/imsl/documentation/PyIMSL/stat/NetHelp/ WordDocuments/autocorrelation.htm - 23k - Cached - Similar pages
Often errors are autocorrelated; that is, each error is correlated with the error immediately before it. Autocorrelation is also a symptom of systematic ... www.tau.ac.il/cc/pages/docs/sas8/stat/chap55/sect42.htm - 7k - Cached - Similar pages
Your browser may not have a PDF reader available. Google recommends visiting our text version of this document. the definitions of the spatial autocorrelation function and the ... derivation of the autocorrelation function and, therefore, the ... ieeexplore.ieee.org/iel5/20/21339/00990119.pdf?arnumber=990119 - Similar pages by MM Aziz - 2002 - Cited by 5 - Related articles - All 7 versions
Iterated GLS with autocorrelation does not produce the maximum likehood estimates, so we cannot use the likelihood-ratio test procedure, ... www.stata.com/support/faqs/stat/panel.html - 17k - Cached - Similar pages
autocorrelation - definition of autocorrelation - The correlation of a variable with itself over successive time intervals. also called serial correlation. www.investorwords.com/335/autocorrelation.html - 26k - Cached - Similar pages
This paper derives some exact power properties of tests for spatial autocorrelation in the context of a linear regression model. ... mpra.ub.uni-muenchen.de/10358/ - 32k - Cached - Similar pages by F Martellosio - 2006 - Cited by 2 - Related articles - All 6 versions
The autocorrelation r(tau) is given by the correlation of the series with itself ; use x(t) and x(t+tau) as the two time series in the correlation formula. ... www.physics.emory.edu/~weeks/research/tseries6.html - 19k - 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. Rule of thumb: lower limit for positive autocorrelation 1.6 ... DW test can also be considered a general mispecification test if there is no autocorrelation... carecon.org.uk/UWEcourse/Autocorrelation.pdf - Similar pages
This violation of the classical econometric model is generally known as autocorrelation of the errors. As is the case with heteroskedasticity, OLS estimates ... www3.wabash.edu/econometrics/EconometricsBook/chap20.htm - 14k - Cached - Similar pages
The second part looks at the consequences of mixing the original and autocorrelation topologies, which together produce a new Abelian group, ... journals.cms.math.ca/cgi-bin/vault/view/moody8424 - Similar pages by RV Moody - 1998 - All 2 versions