Sentences with phrase «sample autocorrelation»

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.

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.

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.

Not exact matches

Arguably the simplest is to just to compute the (lower) effective sample size based on the actual size and the estimated autocorrelation, and use that value to determine your probability (p).

Note that the range of simulated autocorrelation values is entirely due to sampling fluctuations associated with a short record: none are significantly different from zero.

For continuously sampled processes, the ACS and ACVS are known as the autocorrelation function (ACF) and autocovariance function (ACVF) respectively.

We adjusted both the sample size and the degrees of freedom for indexing of the critical t - value according to the lag - 1 autocorrelation of the regression residuals.

The simplest, a chain of length one month («AR (1)» in the plot), doesn't do it, but one of just two months length («AR (2)») works pretty well (subtracting it from the sample noise moves most of the autocorrelations into the zero uncertainty range).

However, we find the estimation of statistical significance ascribed to these results to be in error: MS00 based this calculation on 12 - month smoothed data, from a calculation of the effective sample size (taking into account autocorrelation effects).

Yeah, I'd prefer more samples but I think in this case the autocorrelation can help us get the edges right if we wanted to plot credible intervals (I'd smooth the edges with the same filter I used on the data).

Honestly, the p - values should be generated by constructing a Monte Carlo ensemble of model results, per model, and looking at the actual distribution of (and variance of, autocorrelation of, etc) the ensemble of outcomes where the outcomes ARE iid samples drawn from a distribution of model results, and then use a correctly generated mean / sd to determinea p - value on the null hypothesis.

I am somewhat surprised, given your PhD and your list of programs you use (Mathematica, Excel, etc.) that you seem to be so woefully unaware of even these rudimentary issues of sample size and autocorrelation when analyzing climate data... truly, you have demonstrated beyond question that are out of your depth here.