Autocorrelation

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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.
References in periodicals archive ?
Figure 2 shows the effect of polymer concentration and solvent on the typical autocorrelation function (see Fig.
In the present case, residuals from all the models estimated above are white noise as determined by the Autocorrelation and Partial Autocorrelation functions.
The traditional method consists in comparing the observed patterns of the sample autocorrelation and partial autocorrelation functions with the theoretical ACF and PACF patterns.
The spectrum and its autocorrelation function with [delta]m chosen to be from 0.
These results suggest that the decline in interest rate seasonality noted in simple autocorrelation functions computed before and after the end of 1914 is likely more complex than previous discussions have implied.
k] is given by the sample autocorrelation function (ACF) of lag k defined
This is important where the autocorrelation function remains high for higher lags such as in this case (Figure 8).
In addition, the Fourier transform analysis [the radial power spectral density (PSD) function and the radially averaged autocorrelation function (ACF)] and MFs were applied for scanned areas of 1 and 4 [micro][m.
In particular, the autocorrelation function (ACF) and partial autocorrelation function (PACF) can point to recurrent "lags" in the data, so that peaks may always occur, on average, every quarter, six months, or twelve months (Farnum and Stanton 1989a, 1989d).
Error terms were assessed graphically for autocorrelation by analyzing autocorrelation function chart and the partial autocorrelation chart if warranted.
It is known that the rigorous definition of an energetic spectrum is a Fourier spectrum of an autocorrelation function (Rytov et al.
Definition 2: Binary sequences pairs (a(n), a'(n))[5] of length N is called odd-periodic perfect binary sequences pairs, if its odd-periodic autocorrelation function, OPCF, [[PSI].