Sentences with phrase «autocorrelation function»
The autocorrelation function refers to a mathematical tool used to measure how similar a signal or a sequence is to a time-delayed version of itself. It helps analyze patterns and repetitions in the data, allowing us to understand if there is any correlation or relationship between past and present values. Full definition
In Exhibit 2, the sample autocorrelation function shows significant autocorrelation in the squared residual series, calculated by the square of daily total return of the S&P 500 subtracted by the long - term average daily return.
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This file contains the sample autocorrelation function (ACF) for the proportion of males born in New Zealand from 1961 - 2009.
Stationarity tests, the white noise test, and the Dickey - Fuller test for unit roots were performed as well as examination of autocorrelation function and partial autocorrelation function plots17 to help identify appropriately parameterized models for MAR, ED, and lunch participation time series.
However, the use of the autocorrelation function as a tool for such comparisons presents a problem.
A 1999 article The Autocorrelation Function and Human Influences on Climate by Tsonis and Elsner commented on Wigley's attempt to prove a human influence was not due to autocorrelation.
The sample autocorrelation function (ACF) and sample partial autocorrelation function (PACF) show that now there is no significant temporal structure.
There is a cyclical pattern to the estimated cross correlations, yet this is to be expected (e.g. Chapter 12, [27]-RRB- because of the very pronounced cyclical pattern in the autocorrelation function of temperature (Fig. 4A).
This file contains the sample autocorrelation function (ACF) and sample partial autocorrelation function (PACF) for the proportion of males born in New Zealand from 1876 - 2009.
These general impressions are supported by the autocorrelation functions, to 36 lags, of temperature and proportion of male births (Figs. 4A, 4B).
This file contains the sample autocorrelation function (ACF) and sample partial autocorrelation function (PACF) for the proportion of New Zealand male stillbirths from 1929 - 2009.