The real data series presumably show longer term autocorrelation ?. From Wordnik.com. [AR1 on First Differences « Climate Audit] Reference
This would fatten the tails of the return distribution and introduce long term autocorrelation to the return series. From Wordnik.com. ["Options theory is kind of deep in some way. It was very elegant; it had the quality of physics."] Reference
I use the method of Quenouille, which adjusts the effective N by an amount incorporating both the short and long term autocorrelation. From Wordnik.com. [Dongge Cave « Climate Audit] Reference
Stock values usually have very strong short-term autocorrelation, and we can say that tomorrow's value is todays value plus some error. From Wordnik.com. [I'm just a simple DBA on a complex production system] Reference
Using a mathematical formula called autocorrelation. From Wordnik.com. [TIME.com: Top Stories] Reference
Using a mathematical formula called autocorrelation. From Wordnik.com. [TIME.com: Top Stories] Reference
Is the issue of run order, the same as the idea of autocorrelation?. From Wordnik.com. [Spurious Significance #4: Phillips [1986] « Climate Audit] Reference
Andy Hildebrand, a geophysicist who worked with Exxon, came up with a technique called autocorrelation to interpret these waves. From Wordnik.com. [Livescience.com] Reference
Econometricians tend to prefer to look at time-domain information such as autocorrelation functions. From Wordnik.com. [Cook et al[2004]: More Cargo Cult? « Climate Audit] Reference
First, the autocorrelation of the ring widths is noted. From Wordnik.com. [New Online Resources « Climate Audit] Reference
There is relatively low autocorrelation and little trend. From Wordnik.com. [Details of Very High AR1 Gridcells « Climate Audit] Reference
C&W say that they have adjusting for autocorrelation, viz. From Wordnik.com. [U.S. CCSP REcommends Audit Trails « Climate Audit] Reference
The DW statistic measures autocorrelation in the residuals. From Wordnik.com. [Spurious Significance #2 : Granger and Newbold 1974 « Climate Audit] Reference
I calculated autocorrelation for sites with at least 100 measurements. From Wordnik.com. [Details of Very High AR1 Gridcells « Climate Audit] Reference
What is the position on the effect of autocorrelation in the literature?. From Wordnik.com. [Satellite Measurements « Climate Audit] Reference
The lag(1) autocorrelation of their yearly data is so extreme (0.90) that. From Wordnik.com. [U.S. CCSP REcommends Audit Trails « Climate Audit] Reference
And you need to consider the effects of autocorrelation, linearity, LTP, etc. From Wordnik.com. [A new reconstruction of past climate « Climate Audit] Reference
It raises issues of normality and autocorrelation that you have posted about. From Wordnik.com. [New Online Resources « Climate Audit] Reference
Presumably, autocorrelation is also very important in the significance of RE. From Wordnik.com. [Ammann at AGU: the Answer « Climate Audit] Reference
As such, autocorrelation will be an even less surprising feature of the data. From Wordnik.com. [Mann and Emanuel 2006 #1 « Climate Audit] Reference
This clearly calls for a regression that controls for spatial autocorrelation. From Wordnik.com. [Matthew Yglesias » Netflix Maps] Reference
Regression lines are best fit power models corrected for temporal autocorrelation. From Wordnik.com. [Marine biodiversity and food security] Reference
In both of these calculations, it is mandatory to take autocorrelation into account. From Wordnik.com. [A Second Look at USHCN Classification #2 « Climate Audit] Reference
The greater the autocorrelation, the greater the difference between the two methods. From Wordnik.com. [Spurious Significance #1 « Climate Audit] Reference
The estimation of confidence intervals by Mann are a joke: he ignores autocorrelation. From Wordnik.com. [Roll Over, Preisendorfer « Climate Audit] Reference
A power spectrum only lets you reconstruct the autocorrelation function of the original. From Wordnik.com. [About that famous guitar chord.] Reference
The “Ritson-autocorrelation” of a random walk is 0, as compared to a true value of 1. From Wordnik.com. [AR1 on First Differences « Climate Audit] Reference
What do you get if you use the standard method of estimating autocorrelation coefficients?. From Wordnik.com. [AR1 on First Differences « Climate Audit] Reference
I was under the impression that temperature series usually had significant autocorrelation. From Wordnik.com. [New Online Resources « Climate Audit] Reference
That there were a lot of other issues with autocorrelation, but that you were not concerned here. From Wordnik.com. [Benchmarking from VZ Pseudoproxies « Climate Audit] Reference
You say, “I can assure you that I and my co-workers do take autocorrelation into account….”. From Wordnik.com. [Gambling Runs « Climate Audit] Reference
So the fact that you and other workers account for autocorrelation does not mean that Benestad did. From Wordnik.com. [Gambling Runs « Climate Audit] Reference
Obviously, autocorrelation in the errors is extremely important in calculating the significance of R2. From Wordnik.com. [Ammann at AGU: the Answer « Climate Audit] Reference
Not one "educated" person in 10,000 could explain the implications of using PCA when there is spatial autocorrelation. From Wordnik.com. [Intellectuals and Society, Arnold Kling | EconLog | Library of Economics and Liberty] Reference
This is because there is autocorrelation at all time scales, not just the arbitrary scale chosen for the measurements. From Wordnik.com. [Bloomfield's Advice to Briffa « Climate Audit] Reference
The effect of the autocorrelation is to increase the standard deviation, so the values have smaller “sigma” statistics. From Wordnik.com. [New Online Resources « Climate Audit] Reference
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