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autocorrelation
(redirected from autocorrelations)

    Also found in: Financial, Encyclopedia 0.01 sec.
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
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On the other hand, Model 2a (with intertemporal substitutability) statistically "overshoots" the volatilities of output, consumption, investment, and employment and underpredicts the autocorrelations in GDP and labor hours.
Reexamination of real business cycles in a small open economy by Guo, Jang-Ting; Janko, Zuzana / Southern Economic Journal
Appendix 3 presents some descriptive statistics and autocorrelations for the information variables, as well as their correlation matrix.
Measuring fund performance using multi-factor models: evidence for ... by Leite, Paulo; Cortez, Maria Ceu; Armada, Manuel Rocha / International Journal of Business
In addition, because there was stability in the constructs from T1 to T2, we included autocorrelations in the constructs across time.
Examining the relations of infant temperament and couples' marital ... by Mehall, Karissa Greving; Spinrad, Tracy L.; Eisenberg, Nancy; Gaertner, Bridget M. / Fathering
 
 
 
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