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For example, to calculate the autocorrelation of the real signal sequence = (,,) (i.e. =, =, =, and = for all other values of i) by hand, we first recognize that the definition just given is the same as the "usual" multiplication, but with right shifts, where each vertical addition gives the autocorrelation for particular lag values: +
Cross-cultural research entails a particular statistical problem, known as Phylogenetic autocorrelation: tests of functional relationships (for example, a test of the hypothesis that societies with pronounced male dominance are more warlike) can be confounded because the samples of cultures are not independent. Traits can be associated not only ...
A formula of this sort is 1 + d (n − 1) where d is the intraclass correlation for the statistic in question. [4] In general, estimation of the appropriate efs depends on the statistic estimated, as for example, mean, chi-square, correlation, regression coefficient, and their variances.
A correlation function is a function that gives the statistical correlation between random variables, contingent on the spatial or temporal distance between those variables. [1] If one considers the correlation function between random variables representing the same quantity measured at two different points, then this is often referred to as an ...
Although this definition has less bias, the (1/N) formulation has some desirable statistical properties and is the form most commonly used in the statistics literature. See pages 20 and 49–50 in Chatfield for details. In contrast to the definition above, this definition allows us to compute in
The run test is based on the null hypothesis that each element in the sequence is independently drawn from the same distribution. Under the null hypothesis, the number of runs in a sequence of N elements [ note 1 ] is a random variable whose conditional distribution given the observation of N + positive values [ note 2 ] and N − negative ...
Pages in category "Autocorrelation" The following 21 pages are in this category, out of 21 total. This list may not reflect recent changes. ...
The Breusch–Godfrey test is a test for autocorrelation in the errors in a regression model. It makes use of the residuals from the model being considered in a regression analysis, and a test statistic is derived from these. The null hypothesis is that there is no serial correlation of any order up to p. [3]