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{%type%} Definitions

WordNet 3.0Copyright Princeton University


Short "hint"

(electronics) A technique used to detect cyclic activity in a complex signal; Also: (statistics) In a time series, the relationship between values of a variable taken at certain times in the series and values of a variable taken at other, usually earlier times.

Usage examples (36)
  • The real data series presumably show longer term autocorrelation ?
  • This would fatten the tails of the return distribution and introduce long term autocorrelation to the return series.
  • I use the method of Quenouille, which adjusts the effective N by an amount incorporating both the short and long term autocorrelation:
  • Stock values usually have very strong short-term autocorrelation, and we can say that tomorrow's value is todays value plus some error. for more
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