serial correlation उदाहरण वाक्य

उदाहरण वाक्य

1. Another contribution to econometrics is the serial correlation Lagrange multiplier test, often called Breusch Godfrey test after Breusch and Leslie G . Godfrey, which can be used to identify autocorrelation in the errors of a regression model.
2. Azeredo ( 2014 ) showed that traditional pre-1930 consumption measures understate the extent of serial correlation in the U . S . annual real growth rate of per capita consumption of non-durables and services ( " consumption growth " ).
3. Alternatively, the serial correlation coefficient of the ISI sequence is positive for bursting patterns, because in this case short ISIs tend to be followed by more short ISIs ( at least if the bursts consist of more than two spikes ).
4. Finally, the importance of the article by Koopmans ( 1942 ) deriving the distribution of the serial correlation coefficient was recognized by John von Neumann, and it later influenced the optimal tests for a unit root by John Denis Sargan and Alok Bhargava ( Sargan and Bhargava, 1983 ).