10 ENGLISH BOOKS RELATING TO «SERIAL CORRELATION»
Discover the use of
serial correlation in the following bibliographical selection. Books relating to
serial correlation and brief extracts from same to provide context of its use in English literature.
1
Longitudinal Data with
Serial Correlation: A State-Space ...
Explains methods of accounting for correlations in the data from the repeated observation of subjects over a long period.
2
Investment Valuation: Tools and Techniques for Determining ...
A serial correlation that is positive and statistically significant could be viewed as
evidence of price momentum in markets, and would suggest that returns in a
period are more likely to be positive (negative) if the prior period's returns were ...
3
Modeling Hydrologic Change: Statistical Methods
7.4 PEARSON TEST FOR SERIAL INDEPENDENCE If a watershed change,
such as urbanization, introduces a systematic variation into a flood record, the
values in the series will exhibit a measure of serial correlation. For example, if the
...
4
Quantitative Investment Analysis
problem caused by serial correlation in a linear regression is an incorrect
estimate of the regression coefficient standard errors computed by statistical
software packages. As long as none of the independent variables is a lagged
value of the ...
Richard A. DeFusco, CFA, Dennis W. McLeavey, Jerald E. Pinto, 2007
5
Empirical Direction in Design and Analysis
With only a single observation in each session, serial correlation may well be
negligible. If a number of A observations are taken in a single session, on the
other hand, serial correlation is a real possibility. Even in this case, however, ...
6
Stevens' Handbook of Experimental Psychology, Methodology in ...
This absence of serial correlation was supported by similar results from
subsequent treatment phases. Huitema did find indirect evidence for a small
proportion of positive serial correlations, and a somewhat larger proportion was
found ...
7
Linear Mixed Models for Longitudinal Data
Gaussian serial correlation function g(u) = exp(-<f>u2) for some constant <t> > 0.
For u - 0, we have that g = f2 = 0.0285. The intercept u2 + t2 of model (10.6) was
estimated as 0.0564, from which a2 can be estimated as 0.0279. This suggests ...
Geert Verbeke, Geert Molenberghs, 2009
8
Introductory Econometrics: A Modern Approach
Jeffrey Wooldridge. For, say, 11 I 50 (which is reasonable for annual, postwar
data from World War II), g I 3. (The integer part of n”4 gives g I 2.) We summarize
how to obtain a serial correlation—robust standard error for [31. Of course, since
we ...
9
Models for Discrete Longitudinal Data
Also, the correction described above is ad hoc and falls outside the likelihood
framework. We first propose a full probabilistic model, starting from a general
probit model, based on an underlying latent linear mixed model with serial
correlation.
Geert Molenberghs, Geert Verbeke, 2005
10
Handbook of Music and Emotion: Theory, Research, Applications
9.6.6 Dealing with serial correlation As suggested throughout this chapter, a
fundamental distinction between time series data and data used in post-
performance experiments is that time series data points have a dependency on
other points ...
Patrik N. Juslin, John Sloboda, 2011
10 NEWS ITEMS WHICH INCLUDE THE TERM «SERIAL CORRELATION»
Find out what the national and international press are talking about and how the term
serial correlation is used in the context of the following news items.
What the flooding of the Nile says about the Nifty
The index has shown remarkable serial correlation in this time period—an up day results in a series of up days and similarly with down days (see figure 1). Thus ... «Livemint, Jun 15»
Regression Analysis: Oil Prices And The Russian Stock Market Index
The regression models tested negative for serial correlation, and account for returns by taking the logarithmic difference between each daily price. The two ... «Seeking Alpha, Mar 15»
A Regression Analysis Of Wheat And Oil Prices
The regression model tests negative for serial correlation and heteroscedasticity. However, our regression shows a very low R-Squared, an absence of any ... «Seeking Alpha, Mar 15»
Swedroe: Beware Alternative Investments
As a result, we can observe a serial correlation—the correlation of a variable with itself over successive time intervals—of returns that makes prices appear to be ... «ETF.com, Nov 14»
Is the JSE really random and efficient?
What we found was strong negative serial correlation, in other words extreme price moves tend to be followed by moves in the opposite direction, or evidence of ... «Moneyweb.co.za, Nov 14»
The Yes campaign's poll bump is likely to be erased by the Duchess …
If anything, there is a slightly negative serial correlation — that is, a candidate who gains ground in the polls from Period C to Period B tends to lose ground from ... «Telegraph.co.uk, Sep 14»
Time Series Analysis: Identifying Underlying Patterns
The seasonal component can be examined via autocorrelation correlograms, which display serial correlation for consecutive lags. A Ljung-Box Q statistic and ... «Scientific Computing, Jun 14»
The Baltic Dry Index
Each parallelepiped indicates the serial correlation amongst BDI data. The first on the left displays daily serial correlation, the second one from the left refers to ... «Inside Futures, Apr 14»
Lunch with the FT
Markets exhibit negative serial correlation in their returns [that is, they tend to do relatively badly after they do relatively well and vice versa]. This has a number of ... «Financial Times, Mar 14»
The Inefficiency of the Market Isn't an Open Question
(Statisticians call this “serial correlation.”) Over longer periods—months and years—there are other regularities that investors, at least theoretically, could use to ... «New Yorker, Oct 13»
