فارسی
1
کامپیوتر و شبکه::
خودهمبستگی
Looking at Autocorrelations
This concept of the error being correlated with the time-shifted version of itself is called autocorrelation (auto means "self" in Greek.
So to start, create a new tab called Holt's Autocorrelation.
You can also get negative autocorrelation where the lagged deviations go negative whenever the originals are positive and vice versa.
You calculate the autocorrelation for a given month lag as the SUMPRODUCT of lagged deviations times original deviations divided by the sum of squared deviations in C38.
واژگان شبکه مترجمین ایران
2
اقتصاد::
خودهمبستگی
Stationary time-series can be characterized as series whose statistical properties such as mean, variance, and autocorrelation are all constant over time (Fuller, 2009).
However, the D-F test does not take into account possible autocorrelation in the error process
Present autocorrelation in can also cause inefficiency of the OLS estimates (Cochrane, 1991).
In particular, will be autocorrelated if there is autocorrelation in the dependent variable of the regression .
A more comprehensive theory of unit root and non-stationarity has been developed by Phillips and Perron (1988) who incorporated an automatic correction to the D-F procedure to allow for autocorrelated residuals.
واژگان شبکه مترجمین ایران
3
عمومی::
خودهمبستگی، همبستگی خودکار
شبکه مترجمین ایران
4
عمومی::
خودهمبستگی
This structure of the autoregressive part of the CARMA(2, 1) allows for fairly flexible autocorrelation in the spot variance process.
Finally, Figure 9 shows the autocorrelation in the absolute and the squared returns along with the cross-correlation of the
(a) The autocorrelation in the absolute half-hour returns
(b) The autocorrelation in the squared half-hour re- turns
واژگان شبکه مترجمین ایران