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Autocorrelation |
Also found in: Wikipedia | 0.06 sec. |
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Autocorrelation The correlation of a variable with itself over successive time intervals. Sometimes called serial correlation. |
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? Mentioned in | ? References in periodicals archive | |
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We used the partial autocorrelation function (25) to investigate the presence of residual autocorrelation, i. trends in the mean and variance) and the order of both the seasonal and non-seasonal autoregressive and moving-average indicators by using an autocorrelation function and a partial autocorrelation function (Hipel et al. Continuous data for each baseline measurement were initially checked for serial dependency by calculation of autocorrelation coefficients. |
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