Printer Friendly
Dictionary, Encyclopedia and Thesaurus - The Free Dictionary
3,899,390,715 visitors served.
forum Join the Word of the Day Mailing List For webmasters
?
Dictionary/
thesaurus
Medical
dictionary
Legal
dictionary
Financial
dictionary
Acronyms
 
Idioms
Encyclopedia
Wikipedia
encyclopedia
?

Serial Correlation

   Also found in: Dictionary/thesaurus, Encyclopedia, Wikipedia 0.01 sec.
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.
serial correlation
The relationship that one event has to a series of past events. In technical analysis, serial correlation is used to test whether various chart formations are useful in projecting a security's future price movements.
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?
 
Using the productivity-disturbance process that Letendre (2004) estimates from the Canadian post 1981 quarterly data, we find that in Mendoza's model with capital adjustment costs, output is less volatile than that observed in the actual economy, and the coefficients of serial correlation in GDP, investment, and work effort are all statistically lower than their empirical counterparts.
Reexamination of real business cycles in a small open economy by Guo, Jang-Ting; Janko, Zuzana / Southern Economic Journal
Later tests will also be conducted to determine if other coefficients in the specification are identical across countries and to determine if serial correlation is present in the residuals.
Oil price movements and GDP growth in GCC countries: is the ... by Al-Otaibi, Bader; Sylwester, Kevin / Indian Journal of Economics and Business
869 (showing little serial correlation and little indication of model misspecification).
General electric performance over a half century: evaluation of ... by Franke, Richard H.; Mento, Anthony J.; Prumo, Steve M.; Edlund, Timothy W. / International Journal of Business
 
 
 
Financial Dictionary
?

Terms of Use | Privacy policy | Feedback | Advertise with Us | Copyright © 2012 Farlex, Inc.
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.