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Autocorrelation |
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Autocorrelation The correlation of a variable with itself over successive time intervals. Sometimes called serial correlation. How to thank TFD for its existence? Tell a friend about us, add a link to this page, add the site to iGoogle, or visit webmaster's page for free fun content. |
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The exercises are very helpful and Madsen also provides extra material on partial autocorrelations and some results from trigonometry. Table 8 reports autocorrelations (AC) coefficients of political relation strategy and political performance respectively. While their study is concerned with autocorrelations in returns, there is indirect evidence that supports a positive momentum effect. |
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