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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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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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