Ordinary regression analysis is based on several statistical assumptions. One key assumption is that the errors are independent of each other. However, with time series data, the ordinary regression ...

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 ...

The sample inverse autocorrelation function (SIACF) plays much the same role in ARIMA modeling as the sample partial autocorrelation function (SPACF) but generally indicates subset and seasonal ...

The article considers the efficiency of ordinary least squares (OLS) coefficient estimates relative to generalized least squares (GLS) in a linear regression model where the disturbances follow a ...

Nass, C. I., and Y. Moon. "Localized Autocorrelation Diagnostic Statistic for Sociological Models: Times-series, Network, and Spatial Datasets." Sociological Methods ...

This is a preview. Log in through your library . Abstract When a wave passes through a large thickness of a non-absorbing medium containing weak random irregularities of refractive index, large ...