serial correlation उदाहरण वाक्य
उदाहरण वाक्य
- However, real-world data often does not meet this requirement; it is autocorrelated ( also known as serial correlation ).
- Low serial correlations ( around 0.05 ) exist in the short term, and slightly stronger correlations over the longer term.
- For example, it is not suitable for a Monte Carlo simulation because of the serial correlation ( among other things ).
- The model generates each storm randomly; there is no serial correlation, and the order of storms does not reflect seasonal patterns.
- The assumption is of serial correlation, i . e . once in a trend, the market is likely to continue in that direction.
- Although serial correlation does not affect the consistency of the estimated regression coefficients, it does affect our ability to conduct valid statistical tests.
- If the Durbin Watson statistic indicates the presence of serial correlation of the residuals, this can be remedied by using the Cochrane Orcutt procedure.
- There was speculation that this would cause the next couple years to be cooler because of the large serial correlation in the global temperatures.
- Second, positive serial correlation typically causes the ordinary least squares ( OLS ) standard errors for the regression coefficients to underestimate the true standard errors.
- Because the test is based on the idea of Lagrange multiplier testing, it is sometimes referred to as "'LM test for serial correlation . "'