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 ...
Asymptotic theory for heteroskedasticity autocorrelation consistent (HAC) covariance matrix estimators requires the truncation lag, or bandwidth, to increase more slowly than the sample size. This ...
Nass, C. I., and Y. Moon. "Localized Autocorrelation Diagnostic Statistic for Sociological Models: Times-series, Network, and Spatial Datasets." Sociological Methods ...
Journal of Coastal Research, Special Issue No. 91: PROCEEDINGS OF THE 3rd INTERNATIONAL WATER SAFETY SYMPOSIUM IWSS 2018 (SUMMER 2019), pp. 306-310 (5 pages) Automatic identification system (AIS) data ...