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serial correlation

   Also found in: Financial, Encyclopedia, Wikipedia 0.03 sec.
serial correlation
n
(Mathematics & Measurements / Statistics) Statistics another name for autocorrelation
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Using the productivity-disturbance process that Letendre (2004) estimates from the Canadian post 1981 quarterly data, we find that in Mendoza's model with capital adjustment costs, output is less volatile than that observed in the actual economy, and the coefficients of serial correlation in GDP, investment, and work effort are all statistically lower than their empirical counterparts.
Reexamination of real business cycles in a small open economy by Guo, Jang-Ting; Janko, Zuzana / Southern Economic Journal
Later tests will also be conducted to determine if other coefficients in the specification are identical across countries and to determine if serial correlation is present in the residuals.
Oil price movements and GDP growth in GCC countries: is the ... by Al-Otaibi, Bader; Sylwester, Kevin / Indian Journal of Economics and Business
869 (showing little serial correlation and little indication of model misspecification).
General electric performance over a half century: evaluation of ... by Franke, Richard H.; Mento, Anthony J.; Prumo, Steve M.; Edlund, Timothy W. / International Journal of Business
 
 
 
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