Various procedures are available to test for the possibility that the disturturbance terms of a linear regression model are autocorrelated in a first order process with a constant autoregressive ...

Autocorrelation, a statistical measure that evaluates the relationship between a variable’s past and present values, can provide insights into patterns and guide investment decisions. By analyzing how ...

Autocorrelation is a very general statistical property of ecological variables observed across geographic space; it most common forms are patches and gradients. Spatial autocorrelation, which comes ...

When regression is performed on time series data, the errors may not be independent. Often errors are autocorrelated; that is, each error is correlated with the error ...

The sample inverse autocorrelation function (SIACF) plays much the same role in ARIMA modeling as the sample partial autocorrelation function (SPACF) but generally indicates subset and seasonal ...

Nass, C. I., and Y. Moon. "Localized Autocorrelation Diagnostic Statistic for Sociological Models: Times-series, Network, and Spatial Datasets." Sociological Methods ...