Autocorrelation
(redirected from Autocorrelated)

Also found in: Dictionary/thesaurus, Encyclopedia, Wikipedia

0.01 sec.

Autocorrelation

The correlation of a variable with itself over successive time intervals. Sometimes called serial correlation.

Serial Correlation

In technical analysis, a measure of how well past occurrences predict future occurrences. Most importantly, serial correlation checks whether and how often a particular price movement will result in a different price movement. Serial correlation lies at the heart of technical analysis. It is also called autocorrelation.

Want to thank TFD for its existence? Tell a friend about us, add a link to this page, add the site to iGoogle, or visit the webmaster's page for free fun content.

?Page tools

Printer friendly
Cite / link

Feedback
Add definition

Mentioned in	?		References in periodicals archive	?		Financial browser	?		Full browser	?
Serial Correlation Serial covariance			Nonetheless, CFA/SEM analyses may provide an excellent test of Hypothesis 2 because they take into account measurement error, as well as autocorrelated errors which result from repeated measures. Using a repeated-measures approach to validating personality tests in ... by Bing, Mark N.; Davison, H. Kristl; Arvey, Richard D. / Journal of Managerial Issues In particular, the order flow is autocorrelated if and only if there are informed traders in the market, and the autocorrelation increases with the percentage of informed traders. Market Microstructure by NBER Reporter Because extractions from a single individual are necessarily autocorrelated we refer to each as a subsample. The feasibility of bomb radiocarbon analysis to support an ... by Leaf, Robert T.; Andrews, Allen H.; Cailliet, Gregor M.; Brown, Thomas A. / Journal of Shellfish Research			Authentication Author's Alteration Authoritarian Authoritarian Society Authority Authority Bond Authority to Pay Authority to Purchase Authority to Terminate Plan Authorization Authorization Code authorization to transfer Authorized Auditor Authorized Capital Stock Authorized Control Level Risk-Based Capital Authorized Financial Adviser Authorized Insurer Authorized Investment Authorized Participant Authorized Settlement Agent Authorized Shares Authorized User Auto Obu Za Manee Auto Sales Auto-Regressive Autocorrelated Autocorrelation Autofinancement Autofinanciacion Autoliquidazione Automated Bond System Automated Broker Interface Automated Business Mail Processing System Automated Clearing House Automated Commercial Environment Automated Commercial System Automated Confirmation Transaction Service Automated Customer Account Transfer Automated Customer Account Transfer Service Automated Export Reporting Program Automated Export System Automated Information Exchange System Automated Manifest Systems automated mortgage underwriting Automated Order System Automated Pit Trading Automated Screen Trading Automated Search and Match automated stock trading Automated System for Customs Data Automated Teller Machine			autocoenobium Autocoherer autocoid autocoid autocoid Autocollimation Autocollimator AUTOCOM Autocome water Autocome water Autocomplete Autocompletion AUTOCON AUTOCONET Autoconf autoconfiguration addressing Autoconfiguration and Remote Management of Any Device Autoconfiguration IP address autoconfiscate autoconsequent falls autoconsequent stream autoconvection autoconvection gradient autoconvective instability autoconvective lapse rate autocopulation Autocorrect Autocorrelated Autocorrelated Photon Spectroscopy Autocorrelation Autocorrelation Autocorrelation Autocorrelation function Autocorrelation function Autocorrelation function Autocorrelation function Autocorrelation Photon Spectroscopy autocorrelations autocorrelations autocorrelations Autocorrelator Autocovariance autocracies autocracies autocracies autocracy autocracy autocracy Autocrasy Autocrasy Autocrasy autocrat autocrat autocrat autocratic autocratic autocratic autocratic master

Financial Dictionary

Free Tools:	For surfers: Free toolbar & extensions \| Word of the Day \| Help For webmasters: Free content \| Linking \| Lookup box \| Double-click lookup

Disclaimer
All content on this website, including dictionary, thesaurus, literature, geography, and other reference data is for informational purposes only. This information should not be considered complete, up to date, and is not intended to be used in place of a visit, consultation, or advice of a legal, medical, or any other professional.

Autocorrelation (redirected from Autocorrelated)

Autocorrelation
(redirected from Autocorrelated)