Durbin Watson Test Explained: Autocorrelation in Regression Analysis

The Durbin Watson statistic is a number that tests for autocorrelation in the residuals from a statistical regression analysis.
Nasdaq

How to Use Autocorrelation to Evaluate Investments

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 ...
JSTOR Daily

The basis function approach for modeling autocorrelation in ecological data

Trevor J. Hefley, Kristin M. Broms, Brian M. Brost, Frances E. Buderman, Shannon L. Kay, Henry R. Scharf, John R. Tipton, Perry J. Williams and Mevin B. Hooten Analyzing ecological data often requires ...
JSTOR Daily

Asymptotic Behaviour of the Sample Autocovariance and Autocorrelation Function of the AR(1) Process with ARCH(1) Errors

We consider a stationary AR(1) process with ARCH(1) errors given by the stochastic difference equation $X_{t}=\alpha X_{t-1}+\sqrt{\beta +\lambda X_{t-1}^{2 ...