Definition of autocorrelation in English:



  • 1Correlation between the elements of a series and others from the same series separated from them by a given interval.

    • ‘An accepted test for autocorrelation in short data series is a lag-I test, conducted on residuals or ‘detrended’ data.’
    • ‘The data from independent firms over different time periods were combined in a cross-sectional analysis, and would not be expected to exhibit autocorrelation commonly associated with time series data.’
    • ‘The time series nature of the data set suggests that autocorrelation could be a problem.’
    • ‘Because the data analyzed in Table 2 represent a pooled cross-sectional time series we tested for the presence of autocorrelation.’
    • ‘None of our data series showed significant autocorrelation, and absence of autocorrelation was significant in 13 out of the 26 considered cases.’
    • ‘In contrast, the off-diagonal elements, representing autocorrelation across equations, are generally negative, although small in value.’
    • ‘Such a series of treatment successes would conform to a white noise pattern, with no significant autocorrelation in a time series analysis.’
    • ‘The statistical autocorrelation of the time series give values between + 1 and - 1.’
    • ‘We adjusted the degrees of freedom for tests of significance of correlation coefficients for temporal autocorrelation, ensuring that the adjusted degrees of freedom was equal to the actual sample size.’
    1. 1.1A calculation using autocorrelation.
      • ‘By means of a time autocorrelation, dynamic information contained in the intensity fluctuations can be realized.’
      • ‘The rapid decay of the autocorrelations further indicates that the regions of correlated spreading were not large.’
      • ‘To test this, serial autocorrelations for a one-year lag were used to test for negative effects of abundant fruiting or flowering year's on subsequent years outputs.’
      • ‘Fig.2 shows the results of an autocorrelation performed on an image with the crack pattern.’
      • ‘Some simple diagnostics are functions of the statistics of interest such as autocorrelations and moving averages.’
      • ‘The autocorrelation of the periodogram is then computed; any periodicity of the stepping is revealed as a peak at each recurrence of the frequency of the periodicities.’
      • ‘The autocorrelations of a signal are a measure for the frequencies contained in the time series, holding information equivalent to the power spectrum but emphasizing different aspects of the data.’
      • ‘The analysis of relationships between parameters sampled during a seasonal course is fraught with problems arising from autocorrelations.’