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Keywords:
Autocorrelation,
Correlation,
Statististical,
Lagged,
Invalidate
The correlation of a variable with itself over successive time intervals. Technical...
It is the statististical dependency of items between two or more times series. This term is sometimes used as a synonym for auto-correlation.
A situation in which the values in a sample are correlated based upon their order. Most statistical procedures, except for those in the time series analysis section, assume that the data are not serially correlated. Serial correlation can invalidate the P values calculated by common statistical procedures.
Correlation of the error terms from different observations of the same variable. Also called autocorrelation.
Usually same as autocorrelation, but occasionally used to designate lagged correlations between two separate series of observations, for example, the correlation between , and in the series 2, . . . and 2, . . . . The serial correlation coefficient is the product- moment correlation coefficient for the lagged correlations or for the correlations between series.
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