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autocorrelation |
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autocorrelation [ˌɔːtəʊˌkɒrɪˈleɪʃən] n Statistics (Mathematics & Measurements / Statistics) the condition occurring when successive items in a series are correlated so that their covariance is not zero and they are not independent Also 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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We used the partial autocorrelation function (25) to investigate the presence of residual autocorrelation, i. trends in the mean and variance) and the order of both the seasonal and non-seasonal autoregressive and moving-average indicators by using an autocorrelation function and a partial autocorrelation function (Hipel et al. Continuous data for each baseline measurement were initially checked for serial dependency by calculation of autocorrelation coefficients. |
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