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Copyright © 2012, Campbell R. Harvey. All Rights Reserved.

Autoregressive Conditional Heteroskedasticity

A statistical measure of the average error between a best fit line and actual data that uses past data to predict future performance. General Autoaggressive Conditional Heteroskedasticity is the most common way of doing this. See also: Fractal Distribution.
Farlex Financial Dictionary. © 2012 Farlex, Inc. All Rights Reserved
References in periodicals archive ?
Participants feel for the cervix, ischial spines, sacral curve, and pubic arch. Examinees are asked to perform a Kegel exercise during the exam, which illuminates for both the examinee and the examiner the strength and location of these muscles.
As the fetal head flexes to pass under the pubic arch, the anterior pelvis comes under increasing pressure.
[14] The axillary mass prevented adduction of the anterior (right) shoulder, however, thus impeding passage of the anterior shoulder under the pubic arch. This suggests that the hygroma contributed to the shoulder dystocia and may have been the sole cause.