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 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 ...

When regression is performed on time series data, the errors may not be independent. Often errors are autocorrelated; that is, each error is correlated with the error ...

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 ...

In this article, a simple mean reversion strategy is applied to both constituent shares of the S&P 100 index and the 100 most liquid exchange-traded funds (ETFs). In the first step, we form the pairs ...

Spatial autocorrelation in COVID-19 mortality and related health and socioeconomic indicators. Counties with significant Local Moran's I are shown; color indicates measures of autocorrelation.

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

In a new publication from Opto-Electronic Advances; DOI 10.29026/oea.2022.210045, researchers from the National University of Singapore, Singapore, discuss confocal laser speckle autocorrelation ...