Autocorrelation, Advanced Statistics

This graph for Cross Correlation Function for RES1, RES1 shows that there is possibly negative autocorrelation as there are alternating spikes; also the first spike is negative which indicates that is likely to be negative autocorrelation. The graph shows lag 0 at a cross correlation value of 1 and this will always be the case with any data sets.

555_Autocorrelation.png

The graph for Autocorrelation Function for RES1 shows that there is no autocorrelation even though there are alternating spikes because they fall inside the 5% significance level. There are no significant spikes since all the spikes fall into the 5% significance limits for the autocorrelation. The graph also reveals that there is no first order autocorrelation, as the first spike does not fall outside the 5% significance limits.

Posted Date: 3/4/2013 6:16:48 AM | Location : United States







Related Discussions:- Autocorrelation, Assignment Help, Ask Question on Autocorrelation, Get Answer, Expert's Help, Autocorrelation Discussions

Write discussion on Autocorrelation
Your posts are moderated
Related Questions
The regression analysis is used to fit a model describing the relationship of a dependent variable with independent variable(s). Here we have fitted three regression models:

The equation linking the height and weight of the children between the ages of 5 and 13 and given as follows   here w is the mean weight in kilograms and h the mean height in

The tabulation of a sample of observations in terms of numbers falling below particular values. The empirical equivalent of the growing probability distribution. An example of such

Classification matrix: A term many times used in discriminant analysis for the matrix summarizing the results and outputs obtained from the derived classi?cation rule, and obtaine

Advantages and disadvantages of Integrated Economic Statistics

Imprecise probabilities is a n approach used by soft techniques in which uncertainty is represented by the closed, convex sets of probability distributions and the probability of

moving and semi average method graphical reprsentation

The particular projection which an investigator believes is most likely to give an accurate prediction of the future value of some process. Commonly used in the context of the anal

Average age at death : A ?awed statistic summarizing expectancy of the life and other aspects of the mortality. For instance, a study comparing average age at the death for male sy

I want to get the quotation of my on-line assignment its based on 1000 words. lecturer provide the video links and we have to watch the videos and highlights the key points also de