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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.
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References in periodicals archive ?
Starting from the outcomes of this first phase, it has been possible to identify the main structural elements and evaluate the portions of the building in which the interaction between structural elements could modify the expected bearing mechanism (i.e., the interaction between transverse arches and vaults or longitudinal walls).
These dislocations disrupt both the longitudinal and the transverse arches of the hand, resulting in an impaired grasp and loss of the normal axial length.
Our results from static and dynamic pedobarography and of the footprint measurements revealed that foot arch stability can also depend on the load to be carried, in so far as the longitudinal and transverse arches may tend to flatten when they are no longer able to compensate for the load.

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