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Autocorrelation

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13447: 198: 4350: 3945: 13433: 39: 13471: 6438: 13459: 182: 4345:{\displaystyle \operatorname {R} _{\mathbf {X} \mathbf {X} }={\begin{bmatrix}\operatorname {E} &\operatorname {E} &\cdots &\operatorname {E} \\\\\operatorname {E} &\operatorname {E} &\cdots &\operatorname {E} \\\\\vdots &\vdots &\ddots &\vdots \\\\\operatorname {E} &\operatorname {E} &\cdots &\operatorname {E} \\\\\end{bmatrix}}} 8159: 5294: 5108: 6169: 2075: 7990: 5626: 5113: 4927: 4912: 4824: 9948:
at the satellites, and the point of time at the receiver on the ground. This is done by the receiver generating a replica signal of the 1,023-bit C/A (Coarse/Acquisition) code, and generating lines of code chips in packets of ten at a time, or 10,230 chips (1,023 × 10), shifting slightly as it goes
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the autocorrelation for other lag values being zero. In this calculation we do not perform the carry-over operation during addition as is usual in normal multiplication. Note that we can halve the number of operations required by exploiting the inherent symmetry of the autocorrelation. If the signal
8866: 9549:, then form a function which is a valid autocorrelation in the sense that it is possible to define a theoretical process having exactly that autocorrelation. Other estimates can suffer from the problem that, if they are used to calculate the variance of a linear combination of the 1180: 2332: 6109: 6433:{\displaystyle {\begin{aligned}R_{ff}(\tau )&=\lim _{T\rightarrow \infty }{\frac {1}{T}}\int _{0}^{T}f(t+\tau ){\overline {f(t)}}\,{\rm {d}}t\\R_{yy}(\ell )&=\lim _{N\rightarrow \infty }{\frac {1}{N}}\sum _{n=0}^{N-1}y(n)\,{\overline {y(n-\ell )}}.\end{aligned}}} 1772: 9647:. The Durbin-Watson can be linearly mapped however to the Pearson correlation between values and their lags. A more flexible test, covering autocorrelation of higher orders and applicable whether or not the regressors include lags of the dependent variable, is the 1185:
Note that this expression is not well defined for all-time series or processes, because the mean may not exist, or the variance may be zero (for a constant process) or infinite (for processes with distribution lacking well-behaved moments, such as certain types of
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Kalvani, Payam Rajabi; Jahangiri, Ali Reza; Shapouri, Samaneh; Sari, Amirhossein; Jalili, Yousef Seyed (August 2019). "Multimode AFM analysis of aluminum-doped zinc oxide thin films sputtered under various substrate temperatures for optoelectronic applications".
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The above definitions work for signals that are square integrable, or square summable, that is, of finite energy. Signals that "last forever" are treated instead as random processes, in which case different definitions are needed, based on expected values. For
1684: 3570: 3318: 1338:: the autocovariance depends only on the time-distance between the pair of values but not on their position in time. This further implies that the autocovariance and autocorrelation can be expressed as a function of the time-lag, and that this would be an 3446: 3193: 2505: 9167: 3874: 6866: 6739: 5308:, the above definition is often used without the normalization, that is, without subtracting the mean and dividing by the variance. When the autocorrelation function is normalized by mean and variance, it is sometimes referred to as the 4454: 2590: 8683: 5450: 2677: 4829: 4741: 7719: 8154:{\displaystyle {\begin{array}{rrrrrr}&2&3&-1\\\times &2&3&-1\\\hline &-2&-3&1\\&&6&9&-3\\+&&&4&6&-2\\\hline &-2&3&14&3&-2\end{array}}} 6875:
In the following, we will describe properties of one-dimensional autocorrelations only, since most properties are easily transferred from the one-dimensional case to the multi-dimensional cases. These properties hold for
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that results from the motion of the particles. Autocorrelation of the signal can be analyzed in terms of the diffusion of the particles. From this, knowing the viscosity of the fluid, the sizes of the particles can be
5289:{\displaystyle \operatorname {K} _{\mathbf {Z} \mathbf {Z} }=\operatorname {E} )(\mathbf {Z} -\operatorname {E} )^{\rm {H}}]=\operatorname {R} _{\mathbf {Z} \mathbf {Z} }-\operatorname {E} \operatorname {E} ^{\rm {H}}} 5103:{\displaystyle \operatorname {K} _{\mathbf {X} \mathbf {X} }=\operatorname {E} )(\mathbf {X} -\operatorname {E} )^{\rm {T}}]=\operatorname {R} _{\mathbf {X} \mathbf {X} }-\operatorname {E} \operatorname {E} ^{\rm {T}}} 5898: 1486: 9616:. Problematic autocorrelation of the errors, which themselves are unobserved, can generally be detected because it produces autocorrelation in the observable residuals. (Errors are also known as "error terms" in 4571: 11119: 7987:) 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: 905: 7558: 7827: 2736: 4605: 3780: 3653: 3452: 3199: 6442:
These definitions have the advantage that they give sensible well-defined single-parameter results for periodic functions, even when those functions are not the output of stationary ergodic processes.
9523: 1747: 8607: 3331: 9443: 3080: 9013: 8688: 6174: 5918: 8519: 7120: 2391: 9020: 7243: 7022: 6949: 1501: 2719: 2070:{\displaystyle \rho _{XX}(t_{1},t_{2})={\frac {\operatorname {K} _{XX}(t_{1},t_{2})}{\sigma _{t_{1}}\sigma _{t_{2}}}}={\frac {\operatorname {E} \left}{\sigma _{t_{1}}\sigma _{t_{2}}}}.} 10999: 8435: 7948: 8356: 3036: 2382: 6748: 6621: 10402: 8233: 10221: 4385: 2510: 1231: 402: 9808: 7427: 5667: 4712: 824: 2602: 1386: 9727:(MA), the autocorrelation function is used to determine the appropriate number of lagged error terms to be included. This is based on the fact that for an MA process of order 578: 9764: 7585: 10271: 8281: 7466: 5389: 4484: 4374: 3905: 3701: 9303: 9242: 1282: 9869: 9843: 7874: 2107: 140: 10303: 9702: 4631: 3935: 3679: 6522: 3804: 1764:. However, in other disciplines (e.g. engineering) the normalization is usually dropped and the terms "autocorrelation" and "autocovariance" are used interchangeably. 543: 271: 7981: 6542: 2954: 9195: 7341: 3069: 327:
Different fields of study define autocorrelation differently, and not all of these definitions are equivalent. In some fields, the term is used interchangeably with
7277: 7169: 5768: 5442: 4663: 2994: 1336: 1309: 897: 870: 676: 649: 485: 9651:. This involves an auxiliary regression, wherein the residuals obtained from estimating the model of interest are regressed on (a) the original regressors and (b) 9276: 9215: 5797: 5700: 5621:{\displaystyle R_{ff}(\tau )=\int _{-\infty }^{\infty }f(t+\tau ){\overline {f(t)}}\,{\rm {d}}t=\int _{-\infty }^{\infty }f(t){\overline {f(t-\tau )}}\,{\rm {d}}t} 5422: 5350: 1255: 9342: 245: 8630: 7723:
When mean values are subtracted from signals before computing an autocorrelation function, the resulting function is usually called an auto-covariance function.
4907:{\displaystyle \mathbf {a} ^{\mathrm {H} }\operatorname {R} _{\mathbf {Z} \mathbf {Z} }\mathbf {a} \geq 0\quad {\text{for all }}\mathbf {a} \in \mathbb {C} ^{n}} 4819:{\displaystyle \mathbf {a} ^{\mathrm {T} }\operatorname {R} _{\mathbf {X} \mathbf {X} }\mathbf {a} \geq 0\quad {\text{for all }}\mathbf {a} \in \mathbb {R} ^{n}} 10183: 10159: 9567: 9547: 9362: 8945: 7361: 7307: 7140: 7042: 6614: 6499: 6479: 6155: 6135: 5748: 5720: 2974: 618: 598: 513: 442: 422: 6594: 2142: 300:
as a function of the time lag between them. The analysis of autocorrelation is a mathematical tool for finding repeating patterns, such as the presence of a
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The normalization is important both because the interpretation of the autocorrelation as a correlation provides a scale-free measure of the strength of
11127: 7471: 8861:{\displaystyle {\begin{aligned}F_{R}(f)&=\operatorname {FFT} \\S(f)&=F_{R}(f)F_{R}^{*}(f)\\R(\tau )&=\operatorname {IFFT} \end{aligned}}} 10130:). In particular, it is possible to have serial dependence but no (linear) correlation. In some fields however, the two terms are used as synonyms. 6164:, the expectation can be replaced by the limit of a time average. The autocorrelation of an ergodic process is sometimes defined as or equated to 684: 5805: 12568: 9598: 10992: 10967: 10609:
Colberg, P.; Höfling, F. (2011). "Highly accelerated simulations of glassy dynamics using GPUs: caveats on limited floating-point precision".
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Percival, Donald B. (1993). "Three Curious Properties of the Sample Variance and Autocovariance for Stationary Processes with Unknown Mean".
10023:, is used by X-ray diffractionists to help recover the "Fourier phase information" on atom positions not available through diffraction alone. 1694: 1397: 4496: 1175:{\displaystyle \operatorname {K} _{XX}(t_{1},t_{2})=\operatorname {E} \left=\operatorname {E} \left-\mu _{t_{1}}{\overline {\mu }}_{t_{2}}} 13223: 9620:.) Autocorrelation of the errors violates the ordinary least squares assumption that the error terms are uncorrelated, meaning that the 12847: 11488: 2327:{\displaystyle \rho _{XX}(\tau )={\frac {\operatorname {K} _{XX}(\tau )}{\sigma ^{2}}}={\frac {\operatorname {E} \left}{\sigma ^{2}}}} 7746: 6104:{\displaystyle {\begin{aligned}R_{ff}(\tau )&=\operatorname {E} \left\\R_{yy}(\ell )&=\operatorname {E} \left.\end{aligned}}} 12621: 4576: 161: 3716: 3589: 13060: 130: 217:
is 1.0, the value of the result at 5 different points is indicated by the shaded area below each point. Also, the symmetry of
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intensity of a nanostructured system is the Fourier transform of the spatial autocorrelation function of the electron density.
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The continuous autocorrelation function reaches its peak at the origin, where it takes a real value, i.e. for any delay
2908:{\displaystyle \left|\operatorname {R} _{XX}(t_{1},t_{2})\right|^{2}\leq \operatorname {E} \left\operatorname {E} \left} 10672: 10593: 10568: 10543: 10471:
Kun Il Park, Fundamentals of Probability and Stochastic Processes with Applications to Communications, Springer, 2018,
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can be used when the signal size is small. For example, to calculate the autocorrelation of the real signal sequence
1679:{\displaystyle \operatorname {K} _{XX}(\tau )=\operatorname {E} \left=\operatorname {E} \left-\mu {\overline {\mu }}} 3565:{\displaystyle S_{XX}(f)=\int _{-\infty }^{\infty }\operatorname {R} _{XX}(\tau )\cos(2\pi f\tau )\,{\rm {d}}\tau .} 3313:{\displaystyle S_{XX}(f)=\int _{-\infty }^{\infty }\operatorname {R} _{XX}(\tau )e^{-i2\pi f\tau }\,{\rm {d}}\tau .} 13475: 13048: 12922: 10748: 10387: 10371: 7174: 6960: 6887: 13106: 12767: 12512: 11883: 11473: 10611: 10008:
effect or to fix intonation). When applied at time scales larger than a second, autocorrelation can identify the
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in the integral is a dummy variable and is only necessary to calculate the integral. It has no specific meaning.
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with a delayed copy of itself as a function of delay. Informally, it is the similarity between observations of a
10089:) it can be used to compute an autocorrelation seismic attribute, out of a 3D seismic survey of the underground. 2682: 13157: 12369: 12176: 12065: 12023: 10335: 10100: 7259:
The autocorrelation of the sum of two completely uncorrelated functions (the cross-correlation is zero for all
3441:{\displaystyle \operatorname {R} _{XX}(\tau )=\int _{-\infty }^{\infty }S_{XX}(f)\cos(2\pi f\tau )\,{\rm {d}}f} 2341:, and because the normalization has an effect on the statistical properties of the estimated autocorrelations. 2152: 12097: 8361: 7879: 3188:{\displaystyle \operatorname {R} _{XX}(\tau )=\int _{-\infty }^{\infty }S_{XX}(f)e^{i2\pi f\tau }\,{\rm {d}}f} 13507: 13400: 12359: 11262: 8285: 3011: 2730: 2357: 1234: 309: 9953:
in the incoming satellite signal, until the receiver replica signal and the satellite signal codes match up.
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The advantage of estimates of the last type is that the set of estimated autocorrelations, as a function of
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separately and calculating separate sample means and/or sample variances for use in defining the estimate.
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For real-valued functions, the symmetric autocorrelation function has a real symmetric transform, so the
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between values of the process at different times, as a function of the two times or of the time lag. Let
293: 9971:, autocorrelation is used to establish a link between surface morphology and functional characteristics. 7366: 5634: 4668: 809: 13502: 13180: 13152: 13147: 12895: 12654: 12560: 12540: 12448: 12159: 11977: 11460: 11332: 10127: 9921: 2500:{\displaystyle \operatorname {R} _{XX}(t_{1},t_{2})={\overline {\operatorname {R} _{XX}(t_{2},t_{1})}}} 1345: 30: 9162:{\displaystyle {\hat {R}}(k)={\frac {1}{(n-k)\sigma ^{2}}}\sum _{t=1}^{n-k}(X_{t}-\mu )(X_{t+k}-\mu )} 12912: 12680: 12401: 12326: 12255: 12184: 12104: 12092: 11962: 11950: 11943: 11651: 11372: 10382: 10325: 10001: 9968: 9713: 3704: 551: 488: 305: 9734: 6449:
can be treated by a short-time autocorrelation function analysis, using finite time integrals. (See
13497: 13395: 13162: 13025: 12710: 12675: 12639: 12424: 11866: 11775: 11734: 11646: 11337: 11176: 10977: 10697: 10230: 10162: 10075: 10027: 9917: 9676: 9648: 9621: 8238: 7432: 7246: 5355: 338: 60: 4461: 4357: 3882: 3684: 13304: 12917: 12857: 12794: 12432: 12416: 12154: 12016: 12006: 11856: 11770: 10366: 10320: 9910: 9281: 9220: 7573: 3869:{\displaystyle \operatorname {R} _{\mathbf {X} \mathbf {X} }\triangleq \ \operatorname {E} \left} 3681:
matrix containing as elements the autocorrelations of all pairs of elements of the random vector
1260: 135: 70: 11040: 11033: 9848: 9813: 8525:) where the left and right tails of the previous autocorrelation sequence will overlap and give 7832: 2082: 13342: 13272: 13065: 13002: 12757: 12644: 11641: 11538: 11445: 11324: 11223: 10850:"Analytical form of the autocorrelation function for the fluorescence correlation spectroscopy" 10315: 10276: 9680: 9609: 8871: 8675: 7736: 6861:{\displaystyle R_{ff}(\tau )\triangleq \int _{t_{0}}^{t_{0}+T}f(t){\overline {f(t-\tau )}}\,dt} 6734:{\displaystyle R_{ff}(\tau )\triangleq \int _{t_{0}}^{t_{0}+T}f(t+\tau ){\overline {f(t)}}\,dt} 4610: 3914: 3658: 2338: 346: 342: 55: 10692:
Spectral Analysis for Physical Applications: Multitaper and Conventional Univariate Techniques
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are time-independent, and further the autocovariance function depends only on the lag between
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Quantitative Data Processing in Scanning Probe Microscopy: SPM Applications for Nanometrology
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would imply that there is statistical dependence between all pairs of values at the same lag
9602: 7953: 6527: 4449:{\displaystyle \operatorname {R} _{\mathbf {Z} \mathbf {Z} }\triangleq \ \operatorname {E} .} 4377: 2933: 2585:{\displaystyle \operatorname {R} _{XX}(\tau )={\overline {\operatorname {R} _{XX}(-\tau )}}.} 492: 10689: 9174: 7316: 3044: 13290: 12865: 12814: 12790: 12752: 12670: 12649: 12601: 12480: 12458: 12427: 12336: 12213: 12164: 12082: 12055: 12011: 11967: 11729: 11505: 11385: 11095: 10861: 10804: 10629: 10341: 10126:
is closely linked to the notion of autocorrelation, but represents a distinct concept (see
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does not apply, and that OLS estimators are no longer the Best Linear Unbiased Estimators (
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are replaced by the standard formulae for sample mean and sample variance, then this is a
9261: 9200: 5773: 5676: 5398: 5326: 2672:{\displaystyle \left|\operatorname {R} _{XX}(\tau )\right|\leq \operatorname {R} _{XX}(0)} 1240: 8: 13437: 13362: 13285: 12966: 12730: 12723: 12685: 12593: 12573: 12545: 12278: 12144: 12139: 12129: 12121: 11939: 11900: 11790: 11780: 11689: 11468: 11424: 11342: 11267: 11169: 10690: 9975: 9578: 9321: 4487: 831: 224: 11099: 10865: 10808: 10633: 10071:, spatial autocorrelation refers to correlation of a variable with itself through space. 10045:
to score the similarity of an observed spectrum to an idealized spectrum representing a
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In statistics, spatial autocorrelation between sample locations also helps one estimate
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Signal design for good correlation: for wireless communication, cryptography, and radar
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lags of the residuals, where 'k' is the order of the test. The simplest version of the
9552: 9532: 9365: 9347: 8930: 7740: 7714:{\displaystyle R(j,k,\ell )=\sum _{n,q,r}x_{n,q,r}\,{\overline {x}}_{n-j,q-k,r-\ell }.} 7346: 7292: 7125: 7048: 7027: 6599: 6484: 6464: 6140: 6120: 6114: 5733: 5705: 2959: 603: 583: 498: 427: 407: 9891:
to provide quantitative insight into molecular-level diffusion and chemical reactions.
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Correlation of a signal with a time-shifted copy of itself, as a function of shift
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data, autocorrelation must be taken into account for correct error determination.
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overestimated) when the autocorrelations of the errors at low lags are positive.
8924: 7732: 7577: 6161: 457: 301: 297: 12789: 10056:, autocorrelation is used to study and characterize the spatial distribution of 9585:, autocorrelation in a variable of interest is typically modeled either with an 13248: 13243: 11706: 11636: 11282: 11083: 10944: 10330: 10185:. A series is serially independent if there is no dependence between any pair. 10104: 9945: 9656: 8640: 8632:
The procedure can be regarded as an application of the convolution property of
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sequence, it is frequently necessary to compute the autocorrelation with high
13491: 13405: 13372: 13235: 13196: 13007: 12976: 12440: 12394: 11999: 11701: 11528: 11292: 11287: 11107: 11058: 10883: 10114:, autocorrelation has been used to accurately measure power system frequency. 10038: 9950: 6955: 3711: 3584: 2385: 1767:
The definition of the autocorrelation coefficient of a stochastic process is
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The traditional test for the presence of first-order autocorrelation is the
796:{\displaystyle \operatorname {R} _{XX}(t_{1},t_{2})=\operatorname {E} \left} 13347: 13280: 13257: 13172: 12502: 11798: 11696: 11631: 11573: 11558: 11495: 11450: 10891: 10834: 10061: 10053: 10009: 9633: 9617: 835: 5893:{\displaystyle R_{yy}(\ell )=\sum _{n\in Z}y(n)\,{\overline {y(n-\ell )}}} 1193: 13390: 13352: 13035: 12936: 12798: 12611: 12578: 12070: 11987: 11982: 11626: 11583: 11563: 11543: 11533: 11302: 10993:"A New Method for Fast Frequency Measurement for Protection Applications" 10346: 10134: 10082: 9315: 8633: 7310: 2923: 453: 321: 289: 190: 4917:
All eigenvalues of the autocorrelation matrix are real and non-negative.
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In optics, normalized autocorrelations and cross-correlations give the
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Probability and Random Processes for Electrical and Computer Engineers
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can affect the optimal portion of the portfolio to hold in that asset.
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or, if the explanatory variables include a lagged dependent variable,
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correlation can be performed by using brute force calculation for low
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suspended in a fluid. A laser shining into the mixture produces a
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Other possibilities derive from treating the two portions of data
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in the universe and in multi-wavelength observations of low mass
10046: 10034: 9925: 7279:) is the sum of the autocorrelations of each function separately. 445: 7553:{\displaystyle R_{ff}(\tau )=(f*g_{-1}({\overline {f}}))(\tau )} 13332: 12313: 12287: 12267: 11518: 11309: 10057: 9990: 7822:{\displaystyle R_{xx}(j)=\sum _{n}x_{n}\,{\overline {x}}_{n-j}} 1756:
It is common practice in some disciplines (e.g. statistics and
10793:"Fluorescence Correlation Spectroscopy: Past, Present, Future" 9254:
of the process are not known there are several possibilities:
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Another application of autocorrelation is the measurement of
9628:). While it does not bias the OLS coefficient estimates, the 4600:{\displaystyle \operatorname {R} _{\mathbf {X} \mathbf {X} }} 185:
Above: A plot of a series of 100 random numbers concealing a
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HoƂyst, Robert; Poniewierski, Andrzej; Zhang, Xuzhu (2017).
5315: 3775:{\displaystyle \mathbf {X} =(X_{1},\ldots ,X_{n})^{\rm {T}}} 3648:{\displaystyle \mathbf {X} =(X_{1},\ldots ,X_{n})^{\rm {T}}} 11252: 10103:, the presence or absence of autocorrelation in an asset's 9880: 9625: 6884:
A fundamental property of the autocorrelation is symmetry,
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process with known mean and variance for which we observe
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Measurement and Data Analysis for Engineering and Science
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imaging, autocorrelation is used to visualize blood flow.
9937: 9569:'s, the variance calculated may turn out to be negative. 11142: 10687: 9879:
Autocorrelation's ability to find repeating patterns in
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density to compute higher values, resulting in the same
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allows computing the autocorrelation from the raw data
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Definition for wide-sense stationary stochastic process
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Box, G. E. P.; Jenkins, G. M.; Reinsel, G. C. (1994).
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Probability, Random variables and Stochastic processes
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for both instrument tuners and "Auto Tune" (used as a
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autocorrelation is defined similarly. For example, in
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Subtracting the mean before multiplication yields the
349:
are specific forms of processes with autocorrelation.
10279: 10233: 10194: 10171: 10147: 9851: 9816: 9772: 9737: 9720:(Heteroskedasticity and Autocorrelation Consistent). 9683: 9555: 9535: 9451: 9438:{\displaystyle \{X_{1},\,X_{2},\,\ldots ,\,X_{n-k}\}} 9377: 9350: 9324: 9284: 9264: 9223: 9203: 9177: 9023: 8953: 8933: 8686: 8615: 8531: 8444: 8364: 8288: 8241: 8169: 7993: 7956: 7882: 7835: 7749: 7588: 7474: 7435: 7369: 7349: 7319: 7295: 7265: 7177: 7157: 7128: 7056: 7030: 6963: 6890: 6751: 6624: 6602: 6550: 6530: 6507: 6487: 6467: 6172: 6143: 6123: 5916: 5808: 5776: 5756: 5736: 5708: 5679: 5637: 5453: 5430: 5401: 5358: 5329: 5116: 4930: 4832: 4744: 4671: 4639: 4613: 4579: 4499: 4464: 4388: 4360: 3948: 3917: 3885: 3807: 3719: 3687: 3661: 3592: 3455: 3334: 3202: 3083: 3047: 3014: 2982: 2962: 2936: 2739: 2685: 2605: 2513: 2394: 2360: 2163: 2115: 2085: 1775: 1697: 1504: 1400: 1348: 1317: 1290: 1263: 1243: 1204: 908: 878: 851: 812: 687: 657: 630: 606: 586: 554: 524: 501: 466: 430: 410: 375: 320:
for analyzing functions or series of values, such as
253: 227: 13074:
Autoregressive conditional heteroskedasticity (ARCH)
7563: 4924:
is related to the autocorrelation matrix as follows:
3574: 10019:Autocorrelation in space rather than time, via the 9008:{\displaystyle \{X_{1},\,X_{2},\,\ldots ,\,X_{n}\}} 8521:then we get a circular autocorrelation (similar to 4380:, the autocorrelation matrix is instead defined by 3326:can be re-expressed in terms of real cosines only: 12536: 11032: 10768:An Introduction to Modern Econometrics Using Stata 10297: 10265: 10215: 10177: 10153: 9863: 9837: 9802: 9758: 9696: 9561: 9541: 9517: 9437: 9356: 9336: 9297: 9270: 9236: 9209: 9189: 9161: 9007: 8939: 8860: 8624: 8601: 8514:{\displaystyle x=(\ldots ,2,3,-1,2,3,-1,\ldots ),} 8513: 8429: 8350: 8275: 8227: 8153: 7975: 7942: 7868: 7821: 7713: 7552: 7460: 7421: 7355: 7335: 7301: 7271: 7237: 7163: 7134: 7114: 7036: 7016: 6943: 6860: 6733: 6608: 6588: 6536: 6516: 6493: 6473: 6456: 6432: 6149: 6129: 6103: 5892: 5791: 5762: 5742: 5714: 5694: 5661: 5620: 5436: 5416: 5383: 5344: 5288: 5102: 4906: 4818: 4706: 4657: 4625: 4599: 4565: 4478: 4448: 4368: 4344: 3929: 3899: 3868: 3774: 3695: 3673: 3647: 3564: 3440: 3312: 3187: 3063: 3030: 2988: 2968: 2948: 2907: 2713: 2671: 2584: 2499: 2376: 2326: 2136: 2101: 2069: 1741: 1678: 1480: 1380: 1330: 1303: 1276: 1249: 1225: 1174: 891: 864: 818: 795: 670: 643: 612: 592: 572: 537: 507: 479: 436: 416: 396: 265: 239: 11081: 11039:(Second ed.). New York: Macmillan. pp.  10558: 10041:makes use of autocorrelation in conjunction with 9920:data, which notably enables determination of the 9601:(ARIMA). With multiple interrelated data series, 8609:which has the same period as the signal sequence 2926:signal will have a strong peak (represented by a 2917: 2109:is well defined, its value must lie in the range 189:function. Below: The sine function revealed in a 13489: 10141:has serial dependence if the value at some time 9597:(ARMA), or an extension of the latter called an 8915:efficiency, but with lower memory requirements. 7115:{\displaystyle R_{ff}(-\tau )=R_{ff}^{*}(\tau )} 6331: 6207: 3703:. The autocorrelation matrix is used in various 12622:Multivariate adaptive regression splines (MARS) 10536:Communication Systems Engineering (2nd Edition) 10338:(transformation for autocorrelated error terms) 10227:, then statistical dependence between the pair 10688:Percival, Donald B.; Andrew T. Walden (1993). 10608: 9599:autoregressive integrated moving average model 8163:Thus the required autocorrelation sequence is 11177: 11057: 10909:(Third ed.). CRC Press. pp. 18–19. 10584:Frenkel, D.; Smit, B. (2002). "chap. 4.4.2". 10561:Time Series Analysis: Forecasting and Control 9712:Responses to nonzero autocorrelation include 7343:is a function which manipulates the function 7249:. The same result holds in the discrete case. 7238:{\displaystyle |R_{ff}(\tau )|\leq R_{ff}(0)} 6544:is replaced by integration over any interval 1388:. This gives the more familiar forms for the 162: 11082:Soltanalian, Mojtaba; Stoica, Petre (2012). 9887:Autocorrelation analysis is used heavily in 9512: 9452: 9432: 9378: 9002: 8954: 7282:Since autocorrelation is a specific type of 7017:{\displaystyle R_{ff}(-\tau )=R_{ff}(\tau )} 6944:{\displaystyle R_{ff}(\tau )=R_{ff}(-\tau )} 6481:is a continuous periodic function of period 2724: 10583: 10467: 10465: 10463: 10461: 10459: 10457: 9898:and the measurement of very-short-duration 8889:values, and then progressively binning the 4826:for a real random vector, and respectively 2354:The fact that the autocorrelation function 361:, the autocorrelation of a real or complex 11222: 11184: 11170: 11131:(Second ed.). Elsevier. pp. 108–112 10904: 10488: 10486: 10484: 7743:based on the signal processing definition 7256:is, itself, periodic with the same period. 2999: 2714:{\displaystyle \operatorname {R} _{XX}(0)} 169: 155: 11835: 10990: 10968:"Auto-Tune: Why Pop Music Sounds Perfect" 10965: 10873: 10824: 10662: 10623: 10403:Unbiased estimation of standard deviation 10030:when sampling a heterogeneous population. 9501: 9494: 9474: 9415: 9408: 9394: 8991: 8984: 8970: 7795: 7660: 7576:the autocorrelation of a square-summable 6851: 6724: 6395: 6286: 6061: 5862: 5607: 5536: 5316:Autocorrelation of continuous-time signal 4894: 4806: 3548: 3427: 3296: 3174: 2922:The autocorrelation of a continuous-time 209:. For the operations involving function 10720: 10588:(2nd ed.). London: Academic Press. 10454: 10431: 10429: 10427: 10425: 10423: 10421: 10419: 8430:{\displaystyle R_{xx}(-2)=R_{xx}(2)=-2,} 7943:{\displaystyle x_{0}=2,x_{1}=3,x_{2}=-1} 7726: 5391:is most often defined as the continuous 5300:Autocorrelation of deterministic signals 5110:Respectively for complex random vectors: 4718:Properties of the autocorrelation matrix 196: 180: 10998:. Schweitzer Engineering Laboratories. 10696:. Cambridge University Press. pp.  10533: 10481: 8351:{\displaystyle R_{xx}(-1)=R_{xx}(1)=3,} 5726:Autocorrelation of discrete-time signal 3031:{\displaystyle \operatorname {R} _{XX}} 2733:, inequality for stochastic processes: 2377:{\displaystyle \operatorname {R} _{XX}} 834:. Note that the expectation may not be 353:Autocorrelation of stochastic processes 13490: 13148:Kaplan–Meier estimator (product limit) 11088:IEEE Transactions on Signal Processing 11027: 10504: 10502: 10435: 9949:along in order to accommodate for the 9572: 5908:, the autocorrelations are defined as 5906:wide-sense-stationary random processes 13221: 12788: 12535: 11834: 11604: 11221: 11165: 11143: 10790: 10416: 10362:Fluorescence correlation spectroscopy 9889:fluorescence correlation spectroscopy 9883:yields many applications, including: 8228:{\displaystyle R_{xx}=(-2,3,14,3,-2)} 3008:relates the autocorrelation function 13458: 13158:Accelerated failure time (AFT) model 10765: 10667:. London, New York: Academic Press. 10538:(2 ed.). Pearson. p. 168. 10508: 10216:{\displaystyle \left\{X_{t}\right\}} 10118: 9985:, autocorrelation can determine the 2349: 1226:{\displaystyle \left\{X_{t}\right\}} 397:{\displaystyle \left\{X_{t}\right\}} 13470: 12753:Analysis of variance (ANOVA, anova) 11605: 11122:. Cambridge University Press, 2005. 10499: 9916:Autocorrelation is used to analyze 9803:{\displaystyle \tau =0,1,\ldots ,q} 9632:tend to be underestimated (and the 9595:autoregressive-moving-average model 8639:While the brute force algorithm is 4914:in case of a complex random vector. 13: 12848:Cochran–Mantel–Haenszel statistics 11474:Pearson product-moment correlation 11021: 10791:Elson, Elliot L. (December 2011). 10586:Understanding Molecular Simulation 9659:from this auxiliary regression is 9605:(VAR) or its extensions are used. 7422:{\displaystyle g_{-1}(f)(t)=f(-t)} 6531: 6511: 6341: 6289: 6217: 6117:, these will also be functions of 6038: 5950: 5662:{\displaystyle {\overline {f(t)}}} 5610: 5563: 5558: 5539: 5492: 5487: 5280: 5260: 5243: 5224: 5211: 5188: 5157: 5137: 5118: 5094: 5074: 5057: 5038: 5025: 5002: 4971: 4951: 4932: 4848: 4841: 4760: 4753: 4707:{\displaystyle \operatorname {E} } 4672: 4581: 4557: 4470: 4434: 4412: 4390: 4299: 4260: 4226: 4162: 4123: 4089: 4050: 4011: 3977: 3950: 3891: 3855: 3831: 3809: 3766: 3639: 3551: 3500: 3494: 3489: 3430: 3376: 3371: 3336: 3299: 3247: 3241: 3236: 3177: 3125: 3120: 3085: 3016: 2855: 2805: 2747: 2687: 2645: 2612: 2594: 2546: 2515: 2447: 2396: 2362: 2236: 2193: 1914: 1825: 1699: 1611: 1533: 1506: 1429: 1402: 1071: 957: 910: 819:{\displaystyle \operatorname {E} } 813: 736: 689: 201:Visual comparison of convolution, 14: 13519: 10933:Superlattices and Microstructures 10665:Spectral Analysis and Time Series 10534:Proakis, John (August 31, 2001). 7564:Multi-dimensional autocorrelation 5352:, the continuous autocorrelation 4727:for complex random vectors and a 3579:The (potentially time-dependent) 3575:Autocorrelation of random vectors 2155:(WSS) process, the definition is 1381:{\displaystyle \tau =t_{2}-t_{1}} 316:frequencies. It is often used in 13469: 13457: 13445: 13432: 13431: 13222: 10991:Kasztenny, Bogdan (March 2016). 10372:Partial autocorrelation function 10321:Autocorrelation of a formal word 9924:of nanometer-sized particles or 5270: 5253: 5234: 5229: 5198: 5181: 5167: 5150: 5128: 5123: 5084: 5067: 5048: 5043: 5012: 4995: 4981: 4964: 4942: 4937: 4885: 4868: 4858: 4853: 4835: 4797: 4780: 4770: 4765: 4747: 4734:The autocorrelation matrix is a 4723:The autocorrelation matrix is a 4591: 4586: 4501: 4428: 4422: 4400: 4395: 4362: 3960: 3955: 3849: 3843: 3819: 3814: 3721: 3689: 3594: 2507:respectively for a WSS process: 1751: 830:operator and the bar represents 37: 13107:Least-squares spectral analysis 11005:from the original on 2022-10-09 10984: 10959: 10923: 10898: 10841: 10784: 10759: 10749:"Serial correlation techniques" 10741: 10714: 10681: 9874: 8870:where IFFT denotes the inverse 7245:. This is a consequence of the 6878:wide-sense stationary processes 6870: 6457:Definition for periodic signals 4878: 4790: 1762:Pearson correlation coefficient 573:{\displaystyle \sigma _{t}^{2}} 515:. Suppose that the process has 273:are identical in this example. 12088:Mean-unbiased minimum-variance 11191: 11064:A Guide to Modern Econometrics 10966:Tyrangiel, Josh (2009-02-05). 10735:10.1080/00031305.1993.10475997 10656: 10602: 10577: 10552: 10527: 10440:. Cambridge University Press. 10260: 10234: 10101:intertemporal portfolio choice 9826: 9820: 9759:{\displaystyle R(\tau )\neq 0} 9747: 9741: 9593:(MA), their combination as an 9156: 9131: 9128: 9109: 9066: 9054: 9042: 9036: 9030: 8851: 8848: 8842: 8836: 8820: 8814: 8804: 8798: 8780: 8774: 8754: 8748: 8738: 8735: 8729: 8723: 8707: 8701: 8596: 8548: 8505: 8451: 8412: 8406: 8387: 8378: 8336: 8330: 8311: 8302: 8261: 8255: 8222: 8186: 7863: 7842: 7769: 7763: 7610: 7592: 7547: 7541: 7538: 7535: 7522: 7500: 7494: 7488: 7455: 7449: 7416: 7407: 7398: 7392: 7389: 7383: 7232: 7226: 7206: 7202: 7196: 7179: 7109: 7103: 7079: 7070: 7011: 7005: 6986: 6977: 6938: 6929: 6910: 6904: 6842: 6830: 6821: 6815: 6771: 6765: 6715: 6709: 6700: 6688: 6644: 6638: 6583: 6551: 6414: 6402: 6392: 6386: 6338: 6320: 6314: 6277: 6271: 6262: 6250: 6214: 6196: 6190: 6080: 6068: 6058: 6052: 6028: 6022: 5991: 5979: 5970: 5964: 5940: 5934: 5881: 5869: 5859: 5853: 5828: 5822: 5786: 5780: 5689: 5683: 5650: 5644: 5598: 5586: 5577: 5571: 5527: 5521: 5512: 5500: 5473: 5467: 5411: 5405: 5378: 5372: 5339: 5333: 5275: 5266: 5257: 5249: 5217: 5206: 5202: 5194: 5177: 5174: 5171: 5163: 5146: 5143: 5089: 5080: 5071: 5063: 5031: 5020: 5016: 5008: 4991: 4988: 4985: 4977: 4960: 4957: 4701: 4678: 4652: 4640: 4440: 4418: 4328: 4305: 4289: 4266: 4255: 4232: 4191: 4168: 4152: 4129: 4118: 4095: 4079: 4056: 4040: 4017: 4006: 3983: 3761: 3728: 3634: 3601: 3545: 3530: 3521: 3515: 3475: 3469: 3424: 3409: 3400: 3394: 3357: 3351: 3268: 3262: 3222: 3216: 3149: 3143: 3106: 3100: 2918:Autocorrelation of white noise 2890: 2867: 2840: 2817: 2788: 2762: 2708: 2702: 2666: 2660: 2633: 2627: 2570: 2561: 2536: 2530: 2488: 2462: 2437: 2411: 2297: 2278: 2272: 2247: 2214: 2208: 2183: 2177: 2131: 2116: 2011: 1971: 1965: 1925: 1866: 1840: 1815: 1789: 1720: 1714: 1594: 1575: 1569: 1544: 1527: 1521: 1423: 1417: 1054: 1014: 1008: 968: 951: 925: 730: 704: 1: 13401:Geographic information system 12617:Simultaneous equations models 10766:Baum, Christopher F. (2006). 10409: 10266:{\displaystyle (X_{t},X_{s})} 10165:on the value at another time 8918: 8438:happens to be periodic, i.e. 8276:{\displaystyle R_{xx}(0)=14,} 7461:{\displaystyle R_{ff}(\tau )} 5730:The discrete autocorrelation 5384:{\displaystyle R_{ff}(\tau )} 2344: 1235:wide-sense stationary process 620:. Then the definition of the 310:missing fundamental frequency 213:, and assuming the height of 12584:Coefficient of determination 12195:Uniformly most powerful test 10388:Prais–Winsten transformation 10377:Phylogenetic autocorrelation 9978:of an electromagnetic field. 9958:small-angle X-ray scattering 9673:coefficient of determination 9244:are known, this estimate is 7802: 7667: 7530: 6846: 6719: 6451:short-time Fourier transform 6445:Alternatively, signals that 6418: 6281: 6160:For processes that are also 6084: 5995: 5885: 5654: 5602: 5531: 5312:or autocovariance function. 4736:positive semidefinite matrix 4479:{\displaystyle {}^{\rm {H}}} 4369:{\displaystyle \mathbf {Z} } 3900:{\displaystyle {}^{\rm {T}}} 3696:{\displaystyle \mathbf {X} } 2574: 2492: 2301: 2015: 1671: 1644: 1598: 1462: 1154: 1105: 1058: 770: 193:produced by autocorrelation. 7: 13153:Proportional hazards models 13097:Spectral density estimation 13079:Vector autoregression (VAR) 12513:Maximum posterior estimator 11745:Randomized controlled trial 10308: 10012:, for example to determine 9922:particle size distributions 9298:{\displaystyle \sigma ^{2}} 9237:{\displaystyle \sigma ^{2}} 6113:For processes that are not 5770:for a discrete-time signal 5310:autocorrelation coefficient 1277:{\displaystyle \sigma ^{2}} 312:in a signal implied by its 10: 13524: 12913:Multivariate distributions 11333:Average absolute deviation 10945:10.1016/j.spmi.2019.106173 10336:Cochrane–Orcutt estimation 10128:Correlation and dependence 9940:system to correct for the 9864:{\displaystyle \tau >q} 9838:{\displaystyle R(\tau )=0} 9344:in the above formula with 8881:Alternatively, a multiple 7869:{\displaystyle x=(2,3,-1)} 6954:the autocorrelation is an 5702:. Note that the parameter 2102:{\displaystyle \rho _{XX}} 339:trend-stationary processes 131:Cross-correlation function 96:Cross-correlation function 31:Correlation and covariance 13427: 13381: 13318: 13271: 13234: 13230: 13217: 13189: 13171: 13138: 13129: 13087: 13034: 12995: 12944: 12935: 12901:Structural equation model 12856: 12813: 12809: 12784: 12743: 12709: 12663: 12630: 12592: 12559: 12555: 12531: 12471: 12380: 12299: 12263: 12254: 12237:Score/Lagrange multiplier 12222: 12175: 12120: 12046: 12037: 11847: 11843: 11830: 11789: 11763: 11715: 11670: 11652:Sample size determination 11617: 11613: 11600: 11504: 11459: 11433: 11415: 11371: 11323: 11243: 11234: 11230: 11217: 11199: 10817:10.1016/j.bpj.2011.11.012 10723:The American Statistician 10663:Priestley, M. B. (1982). 10642:10.1016/j.cpc.2011.01.009 10513:. New York: McGraw–Hill. 10509:Dunn, Patrick F. (2005). 10383:Pitch detection algorithm 10326:Autocorrelation technique 10298:{\displaystyle \tau =s-t} 10002:pitch detection algorithm 9969:scanning probe microscopy 9714:generalized least squares 9697:{\displaystyle \chi ^{2}} 9318:-based estimate replaces 9171:for any positive integer 7252:The autocorrelation of a 7047:the autocorrelation is a 4626:{\displaystyle 3\times 3} 4573:is a random vector, then 3930:{\displaystyle n\times n} 3705:digital signal processing 3674:{\displaystyle n\times n} 2731:Cauchy–Schwarz inequality 2725:Cauchy–Schwarz inequality 1689:In particular, note that 404:be a random process, and 141:Cross-covariance function 119:For deterministic signals 106:Cross-covariance function 13396:Environmental statistics 12918:Elliptical distributions 12711:Generalized linear model 12640:Simple linear regression 12410:Hodges–Lehmann estimator 11867:Probability distribution 11776:Stochastic approximation 11338:Coefficient of variation 11108:10.1109/TSP.2012.2186134 11035:Elements of Econometrics 10905:Van Sickle, Jan (2008). 10436:Gubner, John A. (2006). 10076:Markov chain Monte Carlo 10037:algorithm for analyzing 10028:mean value uncertainties 9918:dynamic light scattering 9718:Newey–West HAC estimator 7983:for all other values of 7737:computational efficiency 7731:For data expressed as a 7247:rearrangement inequality 6517:{\displaystyle -\infty } 6453:for a related process.) 4731:for real random vectors. 3940:Written component-wise: 1493:auto-covariance function 1390:autocorrelation function 843:auto-covariance function 622:autocorrelation function 538:{\displaystyle \mu _{t}} 347:moving average processes 343:autoregressive processes 266:{\displaystyle f\star g} 126:Autocorrelation function 91:Autocorrelation function 84:For stochastic processes 61:Cross-correlation matrix 13056:Cross-correlation (XCF) 12664:Non-standard predictors 12098:Lehmann–ScheffĂ© theorem 11771:Adaptive clinical trial 11125:Klapetek, Petr (2018). 11114:Solomon W. Golomb, and 10367:Optical autocorrelation 10163:statistically dependent 9911:optical autocorrelators 9723:In the estimation of a 9667:is the sample size and 9641:Durbin–Watson statistic 9250:. If the true mean and 8874:. The asterisk denotes 8676:fast Fourier transforms 8661:Wiener–Khinchin theorem 7976:{\displaystyle x_{i}=0} 7044:is a real function, and 6743:which is equivalent to 6537:{\displaystyle \infty } 6501:, the integration from 3324:Wiener–Khinchin theorem 3006:Wiener–Khinchin theorem 3000:Wiener–Khinchin theorem 2949:{\displaystyle \tau =0} 495:of the process at time 136:Autocovariance function 101:Autocovariance function 71:Cross-covariance matrix 13452:Mathematics portal 13273:Engineering statistics 13181:Nelson–Aalen estimator 12758:Analysis of covariance 12645:Ordinary least squares 12569:Pearson product-moment 11973:Statistical functional 11884:Empirical distribution 11717:Controlled experiments 11446:Frequency distribution 11224:Descriptive statistics 10907:GPS for Land Surveyors 10492:Papoulis, Athanasius, 10316:Autocorrelation matrix 10299: 10267: 10217: 10179: 10155: 9865: 9839: 9804: 9760: 9698: 9610:ordinary least squares 9563: 9543: 9519: 9439: 9358: 9338: 9299: 9272: 9238: 9211: 9191: 9190:{\displaystyle k<n} 9163: 9108: 9009: 8941: 8872:fast Fourier transform 8862: 8636:of a discrete signal. 8626: 8603: 8515: 8431: 8352: 8277: 8229: 8155: 7977: 7944: 7870: 7823: 7715: 7554: 7462: 7423: 7357: 7337: 7336:{\displaystyle g_{-1}} 7303: 7273: 7239: 7165: 7136: 7116: 7038: 7018: 6945: 6862: 6735: 6610: 6590: 6538: 6518: 6495: 6475: 6434: 6382: 6151: 6131: 6105: 5894: 5793: 5764: 5744: 5716: 5696: 5663: 5622: 5438: 5418: 5385: 5346: 5290: 5104: 4922:auto-covariance matrix 4908: 4820: 4708: 4659: 4627: 4601: 4567: 4480: 4450: 4370: 4346: 3931: 3901: 3870: 3796:autocorrelation matrix 3776: 3697: 3675: 3649: 3581:autocorrelation matrix 3566: 3442: 3314: 3189: 3065: 3064:{\displaystyle S_{XX}} 3040:power spectral density 3032: 2990: 2970: 2950: 2909: 2715: 2673: 2586: 2501: 2378: 2339:statistical dependence 2328: 2138: 2103: 2071: 1743: 1680: 1482: 1382: 1332: 1305: 1278: 1251: 1227: 1176: 893: 866: 820: 797: 672: 645: 614: 594: 574: 539: 509: 491:) produced by a given 481: 438: 424:be any point in time ( 418: 398: 274: 267: 241: 194: 66:Auto-covariance matrix 56:Autocorrelation matrix 13368:Population statistics 13310:System identification 13044:Autocorrelation (ACF) 12972:Exponential smoothing 12886:Discriminant analysis 12881:Canonical correlation 12745:Partition of variance 12607:Regression validation 12451:(Jonckheere–Terpstra) 12350:Likelihood-ratio test 12039:Frequentist inference 11951:Location–scale family 11872:Sampling distribution 11837:Statistical inference 11804:Cross-sectional study 11791:Observational studies 11750:Randomized experiment 11579:Stem-and-leaf display 11381:Central limit theorem 10980:on February 10, 2009. 10612:Comput. Phys. Commun. 10300: 10268: 10218: 10180: 10156: 9866: 9840: 9805: 9761: 9699: 9603:vector autoregression 9564: 9544: 9520: 9440: 9359: 9339: 9300: 9273: 9239: 9212: 9197:. When the true mean 9192: 9164: 9082: 9010: 8942: 8863: 8627: 8604: 8516: 8432: 8353: 8278: 8230: 8156: 7978: 7945: 7871: 7824: 7727:Efficient computation 7716: 7555: 7463: 7429:, the definition for 7424: 7358: 7338: 7304: 7274: 7272:{\displaystyle \tau } 7240: 7166: 7164:{\displaystyle \tau } 7137: 7117: 7039: 7019: 6946: 6863: 6736: 6611: 6591: 6539: 6519: 6496: 6476: 6435: 6356: 6152: 6132: 6106: 5895: 5794: 5765: 5763:{\displaystyle \ell } 5745: 5717: 5697: 5664: 5623: 5439: 5437:{\displaystyle \tau } 5419: 5386: 5347: 5291: 5105: 4909: 4821: 4709: 4660: 4658:{\displaystyle (i,j)} 4628: 4602: 4568: 4481: 4451: 4378:complex random vector 4371: 4347: 3932: 3911:matrix of dimensions 3902: 3871: 3777: 3698: 3676: 3650: 3567: 3443: 3315: 3190: 3066: 3033: 2991: 2989:{\displaystyle \tau } 2971: 2951: 2910: 2716: 2674: 2587: 2502: 2379: 2329: 2153:wide-sense stationary 2139: 2104: 2072: 1744: 1681: 1483: 1383: 1333: 1331:{\displaystyle t_{2}} 1306: 1304:{\displaystyle t_{1}} 1279: 1252: 1228: 1177: 894: 892:{\displaystyle t_{2}} 867: 865:{\displaystyle t_{1}} 821: 798: 673: 671:{\displaystyle t_{2}} 646: 644:{\displaystyle t_{1}} 615: 595: 575: 540: 510: 482: 480:{\displaystyle X_{t}} 439: 419: 399: 308:, or identifying the 280:, sometimes known as 268: 242: 200: 184: 13508:Time domain analysis 13291:Probabilistic design 12876:Principal components 12719:Exponential families 12671:Nonlinear regression 12650:General linear model 12612:Mixed effects models 12602:Errors and residuals 12579:Confounding variable 12481:Bayesian probability 12459:Van der Waerden test 12449:Ordered alternative 12214:Multiple comparisons 12093:Rao–Blackwellization 12056:Estimating equations 12012:Statistical distance 11730:Factorial experiment 11263:Arithmetic-Geometric 10342:Correlation function 10277: 10231: 10192: 10169: 10145: 9849: 9814: 9770: 9735: 9725:moving average model 9709:degrees of freedom. 9681: 9649:Breusch–Godfrey test 9645:Durbin's h statistic 9622:Gauss Markov theorem 9614:regression residuals 9591:moving average model 9587:autoregressive model 9553: 9533: 9449: 9375: 9348: 9322: 9282: 9271:{\displaystyle \mu } 9262: 9221: 9210:{\displaystyle \mu } 9201: 9175: 9021: 8951: 8931: 8684: 8613: 8529: 8523:circular convolution 8442: 8362: 8286: 8239: 8167: 7991: 7954: 7880: 7833: 7747: 7586: 7472: 7433: 7367: 7347: 7317: 7293: 7289:By using the symbol 7263: 7175: 7155: 7126: 7054: 7028: 6961: 6888: 6749: 6622: 6600: 6548: 6528: 6505: 6485: 6465: 6170: 6141: 6121: 5914: 5806: 5792:{\displaystyle y(n)} 5774: 5754: 5734: 5706: 5695:{\displaystyle f(t)} 5677: 5635: 5451: 5428: 5424:with itself, at lag 5417:{\displaystyle f(t)} 5399: 5356: 5345:{\displaystyle f(t)} 5327: 5114: 4928: 4830: 4742: 4669: 4637: 4611: 4577: 4497: 4462: 4386: 4358: 3946: 3915: 3883: 3805: 3717: 3685: 3659: 3590: 3453: 3332: 3200: 3081: 3045: 3012: 2980: 2960: 2956:and will be exactly 2934: 2928:Dirac delta function 2737: 2683: 2603: 2511: 2392: 2358: 2161: 2113: 2083: 1773: 1758:time series analysis 1695: 1502: 1398: 1346: 1315: 1288: 1261: 1250:{\displaystyle \mu } 1241: 1202: 906: 876: 849: 810: 685: 655: 628: 604: 584: 552: 522: 499: 464: 428: 408: 373: 251: 225: 22:Part of a series on 13363:Official statistics 13286:Methods engineering 12967:Seasonal adjustment 12735:Poisson regressions 12655:Bayesian regression 12594:Regression analysis 12574:Partial correlation 12546:Regression analysis 12145:Prediction interval 12140:Likelihood interval 12130:Confidence interval 12122:Interval estimation 12083:Unbiased estimators 11901:Model specification 11781:Up-and-down designs 11469:Partial correlation 11425:Index of dispersion 11343:Interquartile range 11100:2012ITSP...60.2180S 10866:2017SMat...13.1267H 10809:2011BpJ...101.2855E 10797:Biophysical Journal 10634:2011CoPhC.182.1120C 10496:, McGraw-Hill, 1991 9976:degree of coherence 9579:regression analysis 9573:Regression analysis 9337:{\displaystyle n-k} 8797: 8659:. For example, the 7102: 6811: 6684: 6246: 5567: 5496: 4488:Hermitian transpose 3498: 3380: 3245: 3129: 2599:For a WSS process: 832:complex conjugation 569: 367:Pearson correlation 240:{\displaystyle g*f} 13383:Spatial statistics 13263:Medical statistics 13163:First hitting time 13117:Whittle likelihood 12768:Degrees of freedom 12763:Multivariate ANOVA 12696:Heteroscedasticity 12508:Bayesian estimator 12473:Bayesian inference 12322:Kolmogorov–Smirnov 12207:Randomization test 12177:Testing hypotheses 12150:Tolerance interval 12061:Maximum likelihood 11956:Exponential family 11889:Density estimation 11849:Statistical theory 11809:Natural experiment 11755:Scientific control 11672:Survey methodology 11358:Standard deviation 11145:Weisstein, Eric W. 11061:(10 August 2017). 10875:10.1039/C6SM02643E 10398:Triple correlation 10393:Scaled correlation 10379:(Galton's problem) 10295: 10263: 10213: 10175: 10151: 10094:medical ultrasound 10021:Patterson function 9861: 9835: 9800: 9756: 9694: 9559: 9539: 9515: 9435: 9366:mean squared error 9354: 9334: 9295: 9268: 9234: 9207: 9187: 9159: 9005: 8937: 8858: 8856: 8783: 8625:{\displaystyle x.} 8622: 8599: 8511: 8427: 8348: 8273: 8225: 8151: 8149: 7973: 7940: 7866: 7819: 7784: 7741:brute force method 7711: 7637: 7550: 7468:may be written as: 7458: 7419: 7363:and is defined as 7353: 7333: 7299: 7269: 7235: 7161: 7132: 7112: 7085: 7049:Hermitian function 7034: 7014: 6941: 6858: 6777: 6731: 6650: 6606: 6586: 6534: 6514: 6491: 6471: 6430: 6428: 6345: 6232: 6221: 6147: 6127: 6101: 6099: 5890: 5849: 5789: 5760: 5740: 5712: 5692: 5659: 5618: 5550: 5479: 5434: 5414: 5381: 5342: 5286: 5100: 4904: 4816: 4704: 4655: 4623: 4597: 4563: 4476: 4446: 4366: 4342: 4336: 3927: 3897: 3866: 3772: 3693: 3671: 3645: 3562: 3481: 3438: 3363: 3310: 3228: 3185: 3112: 3061: 3028: 2986: 2966: 2946: 2905: 2711: 2669: 2582: 2497: 2374: 2324: 2134: 2099: 2067: 1739: 1676: 1478: 1378: 1328: 1301: 1274: 1247: 1223: 1172: 889: 862: 816: 793: 668: 641: 610: 590: 570: 555: 535: 505: 477: 434: 414: 394: 282:serial correlation 275: 263: 237: 195: 49:For random vectors 13503:Signal processing 13485: 13484: 13423: 13422: 13419: 13418: 13358:National accounts 13328:Actuarial science 13320:Social statistics 13213: 13212: 13209: 13208: 13205: 13204: 13140:Survival function 13125: 13124: 12987:Granger causality 12828:Contingency table 12803:Survival analysis 12780: 12779: 12776: 12775: 12632:Linear regression 12527: 12526: 12523: 12522: 12498:Credible interval 12467: 12466: 12250: 12249: 12066:Method of moments 11935:Parametric family 11896:Statistical model 11826: 11825: 11822: 11821: 11740:Random assignment 11662:Statistical power 11596: 11595: 11592: 11591: 11441:Contingency table 11411: 11410: 11278:Generalized/power 11148:"Autocorrelation" 11074:978-1-119-40110-0 11050:978-0-02-365070-3 10916:978-0-8493-9195-8 10803:(12): 2855–2870. 10777:978-1-59718-013-9 10753:Statistical Ideas 10707:978-0-521-43541-3 10520:978-0-07-282538-1 10477:978-3-319-68074-3 10447:978-0-521-86470-1 10352:Cross-correlation 10188:If a time series 10178:{\displaystyle s} 10161:in the series is 10154:{\displaystyle t} 10124:Serial dependence 10119:Serial dependence 10085:(specifically in 10043:cross-correlation 9942:propagation delay 9562:{\displaystyle X} 9542:{\displaystyle k} 9357:{\displaystyle n} 9080: 9033: 8940:{\displaystyle n} 8876:complex conjugate 7805: 7775: 7670: 7616: 7533: 7356:{\displaystyle f} 7302:{\displaystyle *} 7284:cross-correlation 7254:periodic function 7135:{\displaystyle f} 7037:{\displaystyle f} 6849: 6722: 6609:{\displaystyle T} 6494:{\displaystyle T} 6474:{\displaystyle f} 6421: 6354: 6330: 6284: 6230: 6206: 6150:{\displaystyle n} 6130:{\displaystyle t} 6087: 5998: 5888: 5834: 5743:{\displaystyle R} 5715:{\displaystyle t} 5671:complex conjugate 5657: 5605: 5534: 5393:cross-correlation 5306:signal processing 4882: 4794: 4411: 3830: 3073:Fourier transform 2969:{\displaystyle 0} 2577: 2495: 2388:can be stated as 2350:Symmetry property 2322: 2304: 2228: 2062: 2018: 1906: 1674: 1647: 1601: 1465: 1257:and the variance 1157: 1108: 1061: 773: 613:{\displaystyle t} 593:{\displaystyle t} 508:{\displaystyle t} 487:is the value (or 437:{\displaystyle t} 417:{\displaystyle t} 318:signal processing 203:cross-correlation 179: 178: 13515: 13473: 13472: 13461: 13460: 13450: 13449: 13435: 13434: 13338:Crime statistics 13232: 13231: 13219: 13218: 13136: 13135: 13102:Fourier analysis 13089:Frequency domain 13069: 13016: 12982:Structural break 12942: 12941: 12891:Cluster analysis 12838:Log-linear model 12811: 12810: 12786: 12785: 12727: 12701:Homoscedasticity 12557: 12556: 12533: 12532: 12452: 12444: 12436: 12435:(Kruskal–Wallis) 12420: 12405: 12360:Cross validation 12345: 12327:Anderson–Darling 12274: 12261: 12260: 12232:Likelihood-ratio 12224:Parametric tests 12202:Permutation test 12185:1- & 2-tails 12076:Minimum distance 12048:Point estimation 12044: 12043: 11995:Optimal decision 11946: 11845: 11844: 11832: 11831: 11814:Quasi-experiment 11764:Adaptive designs 11615: 11614: 11602: 11601: 11479:Rank correlation 11241: 11240: 11232: 11231: 11219: 11218: 11186: 11179: 11172: 11163: 11162: 11158: 11157: 11111: 11078: 11054: 11038: 11015: 11014: 11012: 11010: 11004: 10997: 10988: 10982: 10981: 10976:. Archived from 10963: 10957: 10956: 10927: 10921: 10920: 10902: 10896: 10895: 10877: 10860:(6): 1267–1275. 10845: 10839: 10838: 10828: 10788: 10782: 10781: 10763: 10757: 10756: 10745: 10739: 10738: 10718: 10712: 10711: 10695: 10685: 10679: 10678: 10660: 10654: 10653: 10627: 10618:(5): 1120–1129. 10606: 10600: 10599: 10581: 10575: 10574: 10556: 10550: 10549: 10531: 10525: 10524: 10506: 10497: 10490: 10479: 10469: 10452: 10451: 10433: 10304: 10302: 10301: 10296: 10272: 10270: 10269: 10264: 10259: 10258: 10246: 10245: 10222: 10220: 10219: 10214: 10212: 10208: 10207: 10184: 10182: 10181: 10176: 10160: 10158: 10157: 10152: 10112:numerical relays 9936:Utilized in the 9870: 9868: 9867: 9862: 9844: 9842: 9841: 9836: 9809: 9807: 9806: 9801: 9765: 9763: 9762: 9757: 9703: 9701: 9700: 9695: 9693: 9692: 9583:time series data 9568: 9566: 9565: 9560: 9548: 9546: 9545: 9540: 9524: 9522: 9521: 9516: 9511: 9510: 9490: 9489: 9470: 9469: 9444: 9442: 9441: 9436: 9431: 9430: 9404: 9403: 9390: 9389: 9363: 9361: 9360: 9355: 9343: 9341: 9340: 9335: 9304: 9302: 9301: 9296: 9294: 9293: 9277: 9275: 9274: 9269: 9243: 9241: 9240: 9235: 9233: 9232: 9216: 9214: 9213: 9208: 9196: 9194: 9193: 9188: 9168: 9166: 9165: 9160: 9149: 9148: 9121: 9120: 9107: 9096: 9081: 9079: 9078: 9077: 9049: 9035: 9034: 9026: 9014: 9012: 9011: 9006: 9001: 9000: 8980: 8979: 8966: 8965: 8946: 8944: 8943: 8938: 8914: 8899: 8888: 8884: 8867: 8865: 8864: 8859: 8857: 8796: 8791: 8773: 8772: 8700: 8699: 8673: 8658: 8647: 8631: 8629: 8628: 8623: 8608: 8606: 8605: 8600: 8544: 8543: 8520: 8518: 8517: 8512: 8436: 8434: 8433: 8428: 8405: 8404: 8377: 8376: 8357: 8355: 8354: 8349: 8329: 8328: 8301: 8300: 8282: 8280: 8279: 8274: 8254: 8253: 8234: 8232: 8231: 8226: 8182: 8181: 8160: 8158: 8157: 8152: 8150: 8116: 8095: 8094: 8068: 8067: 8043: 7997: 7986: 7982: 7980: 7979: 7974: 7966: 7965: 7949: 7947: 7946: 7941: 7930: 7929: 7911: 7910: 7892: 7891: 7875: 7873: 7872: 7867: 7828: 7826: 7825: 7820: 7818: 7817: 7806: 7798: 7794: 7793: 7783: 7762: 7761: 7720: 7718: 7717: 7712: 7707: 7706: 7671: 7663: 7659: 7658: 7636: 7574:three dimensions 7559: 7557: 7556: 7551: 7534: 7526: 7521: 7520: 7487: 7486: 7467: 7465: 7464: 7459: 7448: 7447: 7428: 7426: 7425: 7420: 7382: 7381: 7362: 7360: 7359: 7354: 7342: 7340: 7339: 7334: 7332: 7331: 7308: 7306: 7305: 7300: 7278: 7276: 7275: 7270: 7244: 7242: 7241: 7236: 7225: 7224: 7209: 7195: 7194: 7182: 7170: 7168: 7167: 7162: 7144:complex function 7141: 7139: 7138: 7133: 7121: 7119: 7118: 7113: 7101: 7096: 7069: 7068: 7043: 7041: 7040: 7035: 7023: 7021: 7020: 7015: 7004: 7003: 6976: 6975: 6950: 6948: 6947: 6942: 6928: 6927: 6903: 6902: 6867: 6865: 6864: 6859: 6850: 6845: 6825: 6810: 6803: 6802: 6792: 6791: 6790: 6764: 6763: 6740: 6738: 6737: 6732: 6723: 6718: 6704: 6683: 6676: 6675: 6665: 6664: 6663: 6637: 6636: 6615: 6613: 6612: 6607: 6595: 6593: 6592: 6589:{\displaystyle } 6587: 6576: 6575: 6563: 6562: 6543: 6541: 6540: 6535: 6523: 6521: 6520: 6515: 6500: 6498: 6497: 6492: 6480: 6478: 6477: 6472: 6439: 6437: 6436: 6431: 6429: 6422: 6417: 6397: 6381: 6370: 6355: 6347: 6344: 6313: 6312: 6293: 6292: 6285: 6280: 6266: 6245: 6240: 6231: 6223: 6220: 6189: 6188: 6156: 6154: 6153: 6148: 6136: 6134: 6133: 6128: 6110: 6108: 6107: 6102: 6100: 6093: 6089: 6088: 6083: 6063: 6021: 6020: 6004: 6000: 5999: 5994: 5974: 5933: 5932: 5899: 5897: 5896: 5891: 5889: 5884: 5864: 5848: 5821: 5820: 5798: 5796: 5795: 5790: 5769: 5767: 5766: 5761: 5749: 5747: 5746: 5741: 5721: 5719: 5718: 5713: 5701: 5699: 5698: 5693: 5668: 5666: 5665: 5660: 5658: 5653: 5639: 5627: 5625: 5624: 5619: 5614: 5613: 5606: 5601: 5581: 5566: 5561: 5543: 5542: 5535: 5530: 5516: 5495: 5490: 5466: 5465: 5443: 5441: 5440: 5435: 5423: 5421: 5420: 5415: 5390: 5388: 5387: 5382: 5371: 5370: 5351: 5349: 5348: 5343: 5295: 5293: 5292: 5287: 5285: 5284: 5283: 5273: 5256: 5239: 5238: 5237: 5232: 5216: 5215: 5214: 5201: 5184: 5170: 5153: 5133: 5132: 5131: 5126: 5109: 5107: 5106: 5101: 5099: 5098: 5097: 5087: 5070: 5053: 5052: 5051: 5046: 5030: 5029: 5028: 5015: 4998: 4984: 4967: 4947: 4946: 4945: 4940: 4913: 4911: 4910: 4905: 4903: 4902: 4897: 4888: 4883: 4880: 4871: 4863: 4862: 4861: 4856: 4846: 4845: 4844: 4838: 4825: 4823: 4822: 4817: 4815: 4814: 4809: 4800: 4795: 4792: 4783: 4775: 4774: 4773: 4768: 4758: 4757: 4756: 4750: 4729:symmetric matrix 4725:Hermitian matrix 4713: 4711: 4710: 4705: 4700: 4699: 4690: 4689: 4664: 4662: 4661: 4656: 4632: 4630: 4629: 4624: 4606: 4604: 4603: 4598: 4596: 4595: 4594: 4589: 4572: 4570: 4569: 4564: 4562: 4561: 4560: 4554: 4550: 4549: 4548: 4536: 4535: 4523: 4522: 4504: 4493:For example, if 4485: 4483: 4482: 4477: 4475: 4474: 4473: 4467: 4455: 4453: 4452: 4447: 4439: 4438: 4437: 4431: 4425: 4409: 4405: 4404: 4403: 4398: 4375: 4373: 4372: 4367: 4365: 4351: 4349: 4348: 4343: 4341: 4340: 4334: 4327: 4326: 4317: 4316: 4288: 4287: 4278: 4277: 4254: 4253: 4244: 4243: 4222: 4197: 4190: 4189: 4180: 4179: 4151: 4150: 4141: 4140: 4117: 4116: 4107: 4106: 4085: 4078: 4077: 4068: 4067: 4039: 4038: 4029: 4028: 4005: 4004: 3995: 3994: 3965: 3964: 3963: 3958: 3936: 3934: 3933: 3928: 3906: 3904: 3903: 3898: 3896: 3895: 3894: 3888: 3875: 3873: 3872: 3867: 3865: 3861: 3860: 3859: 3858: 3852: 3846: 3828: 3824: 3823: 3822: 3817: 3781: 3779: 3778: 3773: 3771: 3770: 3769: 3759: 3758: 3740: 3739: 3724: 3702: 3700: 3699: 3694: 3692: 3680: 3678: 3677: 3672: 3654: 3652: 3651: 3646: 3644: 3643: 3642: 3632: 3631: 3613: 3612: 3597: 3571: 3569: 3568: 3563: 3555: 3554: 3511: 3510: 3497: 3492: 3468: 3467: 3447: 3445: 3444: 3439: 3434: 3433: 3393: 3392: 3379: 3374: 3347: 3346: 3319: 3317: 3316: 3311: 3303: 3302: 3295: 3294: 3258: 3257: 3244: 3239: 3215: 3214: 3194: 3192: 3191: 3186: 3181: 3180: 3173: 3172: 3142: 3141: 3128: 3123: 3096: 3095: 3070: 3068: 3067: 3062: 3060: 3059: 3037: 3035: 3034: 3029: 3027: 3026: 2995: 2993: 2992: 2987: 2975: 2973: 2972: 2967: 2955: 2953: 2952: 2947: 2914: 2912: 2911: 2906: 2904: 2900: 2899: 2898: 2893: 2887: 2886: 2885: 2884: 2870: 2854: 2850: 2849: 2848: 2843: 2837: 2836: 2835: 2834: 2820: 2801: 2800: 2795: 2791: 2787: 2786: 2774: 2773: 2758: 2757: 2721:is always real. 2720: 2718: 2717: 2712: 2698: 2697: 2678: 2676: 2675: 2670: 2656: 2655: 2640: 2636: 2623: 2622: 2591: 2589: 2588: 2583: 2578: 2573: 2557: 2556: 2543: 2526: 2525: 2506: 2504: 2503: 2498: 2496: 2491: 2487: 2486: 2474: 2473: 2458: 2457: 2444: 2436: 2435: 2423: 2422: 2407: 2406: 2383: 2381: 2380: 2375: 2373: 2372: 2333: 2331: 2330: 2325: 2323: 2321: 2320: 2311: 2310: 2306: 2305: 2300: 2290: 2289: 2276: 2265: 2264: 2234: 2229: 2227: 2226: 2217: 2204: 2203: 2190: 2176: 2175: 2146:anti-correlation 2143: 2141: 2140: 2137:{\displaystyle } 2135: 2108: 2106: 2105: 2100: 2098: 2097: 2079:If the function 2076: 2074: 2073: 2068: 2063: 2061: 2060: 2059: 2058: 2057: 2043: 2042: 2041: 2040: 2025: 2024: 2020: 2019: 2014: 2010: 2009: 2008: 2007: 1990: 1989: 1988: 1987: 1969: 1964: 1963: 1962: 1961: 1944: 1943: 1942: 1941: 1912: 1907: 1905: 1904: 1903: 1902: 1901: 1887: 1886: 1885: 1884: 1869: 1865: 1864: 1852: 1851: 1836: 1835: 1822: 1814: 1813: 1801: 1800: 1788: 1787: 1748: 1746: 1745: 1740: 1735: 1734: 1710: 1709: 1685: 1683: 1682: 1677: 1675: 1667: 1659: 1655: 1654: 1653: 1648: 1640: 1637: 1636: 1607: 1603: 1602: 1597: 1587: 1586: 1573: 1562: 1561: 1517: 1516: 1487: 1485: 1484: 1479: 1477: 1473: 1472: 1471: 1466: 1458: 1455: 1454: 1413: 1412: 1387: 1385: 1384: 1379: 1377: 1376: 1364: 1363: 1337: 1335: 1334: 1329: 1327: 1326: 1310: 1308: 1307: 1302: 1300: 1299: 1283: 1281: 1280: 1275: 1273: 1272: 1256: 1254: 1253: 1248: 1232: 1230: 1229: 1224: 1222: 1218: 1217: 1181: 1179: 1178: 1173: 1171: 1170: 1169: 1168: 1158: 1150: 1147: 1146: 1145: 1144: 1127: 1123: 1122: 1121: 1120: 1119: 1109: 1101: 1098: 1097: 1096: 1095: 1067: 1063: 1062: 1057: 1053: 1052: 1051: 1050: 1033: 1032: 1031: 1030: 1012: 1007: 1006: 1005: 1004: 987: 986: 985: 984: 950: 949: 937: 936: 921: 920: 898: 896: 895: 890: 888: 887: 871: 869: 868: 863: 861: 860: 825: 823: 822: 817: 802: 800: 799: 794: 792: 788: 787: 786: 785: 784: 774: 766: 763: 762: 761: 760: 729: 728: 716: 715: 700: 699: 677: 675: 674: 669: 667: 666: 650: 648: 647: 642: 640: 639: 619: 617: 616: 611: 599: 597: 596: 591: 579: 577: 576: 571: 568: 563: 544: 542: 541: 536: 534: 533: 514: 512: 511: 506: 486: 484: 483: 478: 476: 475: 443: 441: 440: 435: 423: 421: 420: 415: 403: 401: 400: 395: 393: 389: 388: 272: 270: 269: 264: 246: 244: 243: 238: 220: 216: 212: 171: 164: 157: 41: 19: 18: 13523: 13522: 13518: 13517: 13516: 13514: 13513: 13512: 13498:Autocorrelation 13488: 13487: 13486: 13481: 13444: 13415: 13377: 13314: 13300:quality control 13267: 13249:Clinical trials 13226: 13201: 13185: 13173:Hazard function 13167: 13121: 13083: 13067: 13030: 13026:Breusch–Godfrey 13014: 12991: 12931: 12906:Factor analysis 12852: 12833:Graphical model 12805: 12772: 12739: 12725: 12705: 12659: 12626: 12588: 12551: 12550: 12519: 12463: 12450: 12442: 12434: 12418: 12403: 12382:Rank statistics 12376: 12355:Model selection 12343: 12301:Goodness of fit 12295: 12272: 12246: 12218: 12171: 12116: 12105:Median unbiased 12033: 11944: 11877:Order statistic 11839: 11818: 11785: 11759: 11711: 11666: 11609: 11607:Data collection 11588: 11500: 11455: 11429: 11407: 11367: 11319: 11236:Continuous data 11226: 11213: 11195: 11190: 11075: 11051: 11024: 11022:Further reading 11019: 11018: 11008: 11006: 11002: 10995: 10989: 10985: 10964: 10960: 10928: 10924: 10917: 10903: 10899: 10846: 10842: 10789: 10785: 10778: 10770:. Stata Press. 10764: 10760: 10747: 10746: 10742: 10719: 10715: 10708: 10686: 10682: 10675: 10661: 10657: 10607: 10603: 10596: 10582: 10578: 10571: 10557: 10553: 10546: 10532: 10528: 10521: 10507: 10500: 10491: 10482: 10470: 10455: 10448: 10434: 10417: 10412: 10407: 10311: 10278: 10275: 10274: 10254: 10250: 10241: 10237: 10232: 10229: 10228: 10203: 10199: 10195: 10193: 10190: 10189: 10170: 10167: 10166: 10146: 10143: 10142: 10139:random variable 10121: 10074:In analysis of 9965:surface science 9930:speckle pattern 9896:optical spectra 9877: 9850: 9847: 9846: 9815: 9812: 9811: 9771: 9768: 9767: 9736: 9733: 9732: 9688: 9684: 9682: 9679: 9678: 9677:distributed as 9630:standard errors 9575: 9554: 9551: 9550: 9534: 9531: 9530: 9506: 9502: 9479: 9475: 9459: 9455: 9450: 9447: 9446: 9420: 9416: 9399: 9395: 9385: 9381: 9376: 9373: 9372: 9349: 9346: 9345: 9323: 9320: 9319: 9308:biased estimate 9289: 9285: 9283: 9280: 9279: 9263: 9260: 9259: 9228: 9224: 9222: 9219: 9218: 9202: 9199: 9198: 9176: 9173: 9172: 9138: 9134: 9116: 9112: 9097: 9086: 9073: 9069: 9053: 9048: 9025: 9024: 9022: 9019: 9018: 8996: 8992: 8975: 8971: 8961: 8957: 8952: 8949: 8948: 8932: 8929: 8928: 8921: 8905: 8890: 8886: 8882: 8855: 8854: 8823: 8808: 8807: 8792: 8787: 8768: 8764: 8757: 8742: 8741: 8710: 8695: 8691: 8687: 8685: 8682: 8681: 8664: 8649: 8643: 8614: 8611: 8610: 8536: 8532: 8530: 8527: 8526: 8443: 8440: 8439: 8397: 8393: 8369: 8365: 8363: 8360: 8359: 8321: 8317: 8293: 8289: 8287: 8284: 8283: 8246: 8242: 8240: 8237: 8236: 8174: 8170: 8168: 8165: 8164: 8148: 8147: 8139: 8134: 8129: 8124: 8114: 8113: 8105: 8100: 8093: 8087: 8086: 8078: 8073: 8065: 8064: 8059: 8051: 8041: 8040: 8032: 8027: 8022: 8016: 8015: 8007: 8002: 7994: 7992: 7989: 7988: 7984: 7961: 7957: 7955: 7952: 7951: 7925: 7921: 7906: 7902: 7887: 7883: 7881: 7878: 7877: 7834: 7831: 7830: 7807: 7797: 7796: 7789: 7785: 7779: 7754: 7750: 7748: 7745: 7744: 7729: 7672: 7662: 7661: 7642: 7638: 7620: 7587: 7584: 7583: 7578:discrete signal 7566: 7525: 7513: 7509: 7479: 7475: 7473: 7470: 7469: 7440: 7436: 7434: 7431: 7430: 7374: 7370: 7368: 7365: 7364: 7348: 7345: 7344: 7324: 7320: 7318: 7315: 7314: 7294: 7291: 7290: 7264: 7261: 7260: 7217: 7213: 7205: 7187: 7183: 7178: 7176: 7173: 7172: 7156: 7153: 7152: 7127: 7124: 7123: 7097: 7089: 7061: 7057: 7055: 7052: 7051: 7029: 7026: 7025: 6996: 6992: 6968: 6964: 6962: 6959: 6958: 6920: 6916: 6895: 6891: 6889: 6886: 6885: 6873: 6826: 6824: 6798: 6794: 6793: 6786: 6782: 6781: 6756: 6752: 6750: 6747: 6746: 6705: 6703: 6671: 6667: 6666: 6659: 6655: 6654: 6629: 6625: 6623: 6620: 6619: 6601: 6598: 6597: 6571: 6567: 6558: 6554: 6549: 6546: 6545: 6529: 6526: 6525: 6506: 6503: 6502: 6486: 6483: 6482: 6466: 6463: 6462: 6459: 6427: 6426: 6398: 6396: 6371: 6360: 6346: 6334: 6323: 6305: 6301: 6298: 6297: 6288: 6287: 6267: 6265: 6241: 6236: 6222: 6210: 6199: 6181: 6177: 6173: 6171: 6168: 6167: 6142: 6139: 6138: 6122: 6119: 6118: 6098: 6097: 6064: 6062: 6048: 6044: 6031: 6013: 6009: 6006: 6005: 5975: 5973: 5960: 5956: 5943: 5925: 5921: 5917: 5915: 5912: 5911: 5901: 5865: 5863: 5838: 5813: 5809: 5807: 5804: 5803: 5775: 5772: 5771: 5755: 5752: 5751: 5735: 5732: 5731: 5728: 5707: 5704: 5703: 5678: 5675: 5674: 5669:represents the 5640: 5638: 5636: 5633: 5632: 5629: 5609: 5608: 5582: 5580: 5562: 5554: 5538: 5537: 5517: 5515: 5491: 5483: 5458: 5454: 5452: 5449: 5448: 5429: 5426: 5425: 5400: 5397: 5396: 5363: 5359: 5357: 5354: 5353: 5328: 5325: 5324: 5318: 5302: 5279: 5278: 5274: 5269: 5252: 5233: 5228: 5227: 5223: 5210: 5209: 5205: 5197: 5180: 5166: 5149: 5127: 5122: 5121: 5117: 5115: 5112: 5111: 5093: 5092: 5088: 5083: 5066: 5047: 5042: 5041: 5037: 5024: 5023: 5019: 5011: 4994: 4980: 4963: 4941: 4936: 4935: 4931: 4929: 4926: 4925: 4898: 4893: 4892: 4884: 4879: 4867: 4857: 4852: 4851: 4847: 4840: 4839: 4834: 4833: 4831: 4828: 4827: 4810: 4805: 4804: 4796: 4791: 4779: 4769: 4764: 4763: 4759: 4752: 4751: 4746: 4745: 4743: 4740: 4739: 4720: 4695: 4691: 4685: 4681: 4670: 4667: 4666: 4638: 4635: 4634: 4612: 4609: 4608: 4590: 4585: 4584: 4580: 4578: 4575: 4574: 4556: 4555: 4544: 4540: 4531: 4527: 4518: 4514: 4513: 4509: 4508: 4500: 4498: 4495: 4494: 4469: 4468: 4466: 4465: 4463: 4460: 4459: 4433: 4432: 4427: 4426: 4421: 4399: 4394: 4393: 4389: 4387: 4384: 4383: 4361: 4359: 4356: 4355: 4335: 4332: 4331: 4322: 4318: 4312: 4308: 4297: 4292: 4283: 4279: 4273: 4269: 4258: 4249: 4245: 4239: 4235: 4223: 4220: 4219: 4214: 4209: 4204: 4198: 4195: 4194: 4185: 4181: 4175: 4171: 4160: 4155: 4146: 4142: 4136: 4132: 4121: 4112: 4108: 4102: 4098: 4086: 4083: 4082: 4073: 4069: 4063: 4059: 4048: 4043: 4034: 4030: 4024: 4020: 4009: 4000: 3996: 3990: 3986: 3970: 3969: 3959: 3954: 3953: 3949: 3947: 3944: 3943: 3916: 3913: 3912: 3890: 3889: 3887: 3886: 3884: 3881: 3880: 3877: 3854: 3853: 3848: 3847: 3842: 3841: 3837: 3818: 3813: 3812: 3808: 3806: 3803: 3802: 3784:random elements 3765: 3764: 3760: 3754: 3750: 3735: 3731: 3720: 3718: 3715: 3714: 3688: 3686: 3683: 3682: 3660: 3657: 3656: 3638: 3637: 3633: 3627: 3623: 3608: 3604: 3593: 3591: 3588: 3587: 3577: 3550: 3549: 3503: 3499: 3493: 3485: 3460: 3456: 3454: 3451: 3450: 3429: 3428: 3385: 3381: 3375: 3367: 3339: 3335: 3333: 3330: 3329: 3298: 3297: 3275: 3271: 3250: 3246: 3240: 3232: 3207: 3203: 3201: 3198: 3197: 3176: 3175: 3156: 3152: 3134: 3130: 3124: 3116: 3088: 3084: 3082: 3079: 3078: 3052: 3048: 3046: 3043: 3042: 3019: 3015: 3013: 3010: 3009: 3002: 2981: 2978: 2977: 2961: 2958: 2957: 2935: 2932: 2931: 2920: 2894: 2889: 2888: 2880: 2876: 2875: 2871: 2866: 2865: 2861: 2844: 2839: 2838: 2830: 2826: 2825: 2821: 2816: 2815: 2811: 2796: 2782: 2778: 2769: 2765: 2750: 2746: 2745: 2741: 2740: 2738: 2735: 2734: 2727: 2690: 2686: 2684: 2681: 2680: 2648: 2644: 2615: 2611: 2610: 2606: 2604: 2601: 2600: 2597: 2595:Maximum at zero 2549: 2545: 2544: 2542: 2518: 2514: 2512: 2509: 2508: 2482: 2478: 2469: 2465: 2450: 2446: 2445: 2443: 2431: 2427: 2418: 2414: 2399: 2395: 2393: 2390: 2389: 2365: 2361: 2359: 2356: 2355: 2352: 2347: 2316: 2312: 2285: 2281: 2277: 2275: 2254: 2250: 2246: 2242: 2235: 2233: 2222: 2218: 2196: 2192: 2191: 2189: 2168: 2164: 2162: 2159: 2158: 2114: 2111: 2110: 2090: 2086: 2084: 2081: 2080: 2053: 2049: 2048: 2044: 2036: 2032: 2031: 2027: 2026: 2003: 1999: 1998: 1994: 1983: 1979: 1978: 1974: 1970: 1968: 1957: 1953: 1952: 1948: 1937: 1933: 1932: 1928: 1924: 1920: 1913: 1911: 1897: 1893: 1892: 1888: 1880: 1876: 1875: 1871: 1870: 1860: 1856: 1847: 1843: 1828: 1824: 1823: 1821: 1809: 1805: 1796: 1792: 1780: 1776: 1774: 1771: 1770: 1754: 1730: 1726: 1702: 1698: 1696: 1693: 1692: 1687: 1666: 1649: 1639: 1638: 1626: 1622: 1621: 1617: 1582: 1578: 1574: 1572: 1551: 1547: 1543: 1539: 1509: 1505: 1503: 1500: 1499: 1489: 1467: 1457: 1456: 1444: 1440: 1439: 1435: 1405: 1401: 1399: 1396: 1395: 1372: 1368: 1359: 1355: 1347: 1344: 1343: 1322: 1318: 1316: 1313: 1312: 1295: 1291: 1289: 1286: 1285: 1268: 1264: 1262: 1259: 1258: 1242: 1239: 1238: 1213: 1209: 1205: 1203: 1200: 1199: 1196: 1183: 1164: 1160: 1159: 1149: 1148: 1140: 1136: 1135: 1131: 1115: 1111: 1110: 1100: 1099: 1091: 1087: 1086: 1082: 1081: 1077: 1046: 1042: 1041: 1037: 1026: 1022: 1021: 1017: 1013: 1011: 1000: 996: 995: 991: 980: 976: 975: 971: 967: 963: 945: 941: 932: 928: 913: 909: 907: 904: 903: 883: 879: 877: 874: 873: 856: 852: 850: 847: 846: 811: 808: 807: 804: 780: 776: 775: 765: 764: 756: 752: 751: 747: 746: 742: 724: 720: 711: 707: 692: 688: 686: 683: 682: 662: 658: 656: 653: 652: 635: 631: 629: 626: 625: 605: 602: 601: 585: 582: 581: 564: 559: 553: 550: 549: 529: 525: 523: 520: 519: 500: 497: 496: 471: 467: 465: 462: 461: 460:process). Then 458:continuous-time 429: 426: 425: 409: 406: 405: 384: 380: 376: 374: 371: 370: 355: 302:periodic signal 298:random variable 278:Autocorrelation 252: 249: 248: 226: 223: 222: 218: 214: 210: 207:autocorrelation 175: 146: 145: 121: 111: 110: 86: 76: 75: 51: 17: 12: 11: 5: 13521: 13511: 13510: 13505: 13500: 13483: 13482: 13480: 13479: 13467: 13455: 13441: 13428: 13425: 13424: 13421: 13420: 13417: 13416: 13414: 13413: 13408: 13403: 13398: 13393: 13387: 13385: 13379: 13378: 13376: 13375: 13370: 13365: 13360: 13355: 13350: 13345: 13340: 13335: 13330: 13324: 13322: 13316: 13315: 13313: 13312: 13307: 13302: 13293: 13288: 13283: 13277: 13275: 13269: 13268: 13266: 13265: 13260: 13255: 13246: 13244:Bioinformatics 13240: 13238: 13228: 13227: 13215: 13214: 13211: 13210: 13207: 13206: 13203: 13202: 13200: 13199: 13193: 13191: 13187: 13186: 13184: 13183: 13177: 13175: 13169: 13168: 13166: 13165: 13160: 13155: 13150: 13144: 13142: 13133: 13127: 13126: 13123: 13122: 13120: 13119: 13114: 13109: 13104: 13099: 13093: 13091: 13085: 13084: 13082: 13081: 13076: 13071: 13063: 13058: 13053: 13052: 13051: 13049:partial (PACF) 13040: 13038: 13032: 13031: 13029: 13028: 13023: 13018: 13010: 13005: 12999: 12997: 12996:Specific tests 12993: 12992: 12990: 12989: 12984: 12979: 12974: 12969: 12964: 12959: 12954: 12948: 12946: 12939: 12933: 12932: 12930: 12929: 12928: 12927: 12926: 12925: 12910: 12909: 12908: 12898: 12896:Classification 12893: 12888: 12883: 12878: 12873: 12868: 12862: 12860: 12854: 12853: 12851: 12850: 12845: 12843:McNemar's test 12840: 12835: 12830: 12825: 12819: 12817: 12807: 12806: 12782: 12781: 12778: 12777: 12774: 12773: 12771: 12770: 12765: 12760: 12755: 12749: 12747: 12741: 12740: 12738: 12737: 12721: 12715: 12713: 12707: 12706: 12704: 12703: 12698: 12693: 12688: 12683: 12681:Semiparametric 12678: 12673: 12667: 12665: 12661: 12660: 12658: 12657: 12652: 12647: 12642: 12636: 12634: 12628: 12627: 12625: 12624: 12619: 12614: 12609: 12604: 12598: 12596: 12590: 12589: 12587: 12586: 12581: 12576: 12571: 12565: 12563: 12553: 12552: 12549: 12548: 12543: 12537: 12529: 12528: 12525: 12524: 12521: 12520: 12518: 12517: 12516: 12515: 12505: 12500: 12495: 12494: 12493: 12488: 12477: 12475: 12469: 12468: 12465: 12464: 12462: 12461: 12456: 12455: 12454: 12446: 12438: 12422: 12419:(Mann–Whitney) 12414: 12413: 12412: 12399: 12398: 12397: 12386: 12384: 12378: 12377: 12375: 12374: 12373: 12372: 12367: 12362: 12352: 12347: 12344:(Shapiro–Wilk) 12339: 12334: 12329: 12324: 12319: 12311: 12305: 12303: 12297: 12296: 12294: 12293: 12285: 12276: 12264: 12258: 12256:Specific tests 12252: 12251: 12248: 12247: 12245: 12244: 12239: 12234: 12228: 12226: 12220: 12219: 12217: 12216: 12211: 12210: 12209: 12199: 12198: 12197: 12187: 12181: 12179: 12173: 12172: 12170: 12169: 12168: 12167: 12162: 12152: 12147: 12142: 12137: 12132: 12126: 12124: 12118: 12117: 12115: 12114: 12109: 12108: 12107: 12102: 12101: 12100: 12095: 12080: 12079: 12078: 12073: 12068: 12063: 12052: 12050: 12041: 12035: 12034: 12032: 12031: 12026: 12021: 12020: 12019: 12009: 12004: 12003: 12002: 11992: 11991: 11990: 11985: 11980: 11970: 11965: 11960: 11959: 11958: 11953: 11948: 11932: 11931: 11930: 11925: 11920: 11910: 11909: 11908: 11903: 11893: 11892: 11891: 11881: 11880: 11879: 11869: 11864: 11859: 11853: 11851: 11841: 11840: 11828: 11827: 11824: 11823: 11820: 11819: 11817: 11816: 11811: 11806: 11801: 11795: 11793: 11787: 11786: 11784: 11783: 11778: 11773: 11767: 11765: 11761: 11760: 11758: 11757: 11752: 11747: 11742: 11737: 11732: 11727: 11721: 11719: 11713: 11712: 11710: 11709: 11707:Standard error 11704: 11699: 11694: 11693: 11692: 11687: 11676: 11674: 11668: 11667: 11665: 11664: 11659: 11654: 11649: 11644: 11639: 11637:Optimal design 11634: 11629: 11623: 11621: 11611: 11610: 11598: 11597: 11594: 11593: 11590: 11589: 11587: 11586: 11581: 11576: 11571: 11566: 11561: 11556: 11551: 11546: 11541: 11536: 11531: 11526: 11521: 11516: 11510: 11508: 11502: 11501: 11499: 11498: 11493: 11492: 11491: 11486: 11476: 11471: 11465: 11463: 11457: 11456: 11454: 11453: 11448: 11443: 11437: 11435: 11434:Summary tables 11431: 11430: 11428: 11427: 11421: 11419: 11413: 11412: 11409: 11408: 11406: 11405: 11404: 11403: 11398: 11393: 11383: 11377: 11375: 11369: 11368: 11366: 11365: 11360: 11355: 11350: 11345: 11340: 11335: 11329: 11327: 11321: 11320: 11318: 11317: 11312: 11307: 11306: 11305: 11300: 11295: 11290: 11285: 11280: 11275: 11270: 11268:Contraharmonic 11265: 11260: 11249: 11247: 11238: 11228: 11227: 11215: 11214: 11212: 11211: 11206: 11200: 11197: 11196: 11189: 11188: 11181: 11174: 11166: 11160: 11159: 11140: 11123: 11112: 11079: 11073: 11055: 11049: 11023: 11020: 11017: 11016: 10983: 10958: 10922: 10915: 10897: 10840: 10783: 10776: 10758: 10755:. 26 May 2014. 10740: 10729:(4): 274–276. 10713: 10706: 10680: 10674:978-0125649018 10673: 10655: 10601: 10595:978-0122673511 10594: 10576: 10570:978-0130607744 10569: 10551: 10545:978-0130617934 10544: 10526: 10519: 10498: 10480: 10453: 10446: 10414: 10413: 10411: 10408: 10406: 10405: 10400: 10395: 10390: 10385: 10380: 10374: 10369: 10364: 10359: 10354: 10349: 10344: 10339: 10333: 10331:Autocorrelator 10328: 10323: 10318: 10312: 10310: 10307: 10294: 10291: 10288: 10285: 10282: 10262: 10257: 10253: 10249: 10244: 10240: 10236: 10211: 10206: 10202: 10198: 10174: 10150: 10120: 10117: 10116: 10115: 10108: 10105:rate of return 10097: 10090: 10079: 10072: 10065: 10062:X-ray binaries 10050: 10031: 10024: 10017: 9994: 9979: 9972: 9961: 9954: 9946:carrier signal 9934: 9914: 9892: 9876: 9873: 9860: 9857: 9854: 9834: 9831: 9828: 9825: 9822: 9819: 9799: 9796: 9793: 9790: 9787: 9784: 9781: 9778: 9775: 9755: 9752: 9749: 9746: 9743: 9740: 9691: 9687: 9657:test statistic 9574: 9571: 9558: 9538: 9527: 9526: 9514: 9509: 9505: 9500: 9497: 9493: 9488: 9485: 9482: 9478: 9473: 9468: 9465: 9462: 9458: 9454: 9434: 9429: 9426: 9423: 9419: 9414: 9411: 9407: 9402: 9398: 9393: 9388: 9384: 9380: 9369: 9353: 9333: 9330: 9327: 9312: 9292: 9288: 9267: 9231: 9227: 9206: 9186: 9183: 9180: 9158: 9155: 9152: 9147: 9144: 9141: 9137: 9133: 9130: 9127: 9124: 9119: 9115: 9111: 9106: 9103: 9100: 9095: 9092: 9089: 9085: 9076: 9072: 9068: 9065: 9062: 9059: 9056: 9052: 9047: 9044: 9041: 9038: 9032: 9029: 9004: 8999: 8995: 8990: 8987: 8983: 8978: 8974: 8969: 8964: 8960: 8956: 8936: 8920: 8917: 8853: 8850: 8847: 8844: 8841: 8838: 8835: 8832: 8829: 8826: 8824: 8822: 8819: 8816: 8813: 8810: 8809: 8806: 8803: 8800: 8795: 8790: 8786: 8782: 8779: 8776: 8771: 8767: 8763: 8760: 8758: 8756: 8753: 8750: 8747: 8744: 8743: 8740: 8737: 8734: 8731: 8728: 8725: 8722: 8719: 8716: 8713: 8711: 8709: 8706: 8703: 8698: 8694: 8690: 8689: 8621: 8618: 8598: 8595: 8592: 8589: 8586: 8583: 8580: 8577: 8574: 8571: 8568: 8565: 8562: 8559: 8556: 8553: 8550: 8547: 8542: 8539: 8535: 8510: 8507: 8504: 8501: 8498: 8495: 8492: 8489: 8486: 8483: 8480: 8477: 8474: 8471: 8468: 8465: 8462: 8459: 8456: 8453: 8450: 8447: 8426: 8423: 8420: 8417: 8414: 8411: 8408: 8403: 8400: 8396: 8392: 8389: 8386: 8383: 8380: 8375: 8372: 8368: 8347: 8344: 8341: 8338: 8335: 8332: 8327: 8324: 8320: 8316: 8313: 8310: 8307: 8304: 8299: 8296: 8292: 8272: 8269: 8266: 8263: 8260: 8257: 8252: 8249: 8245: 8224: 8221: 8218: 8215: 8212: 8209: 8206: 8203: 8200: 8197: 8194: 8191: 8188: 8185: 8180: 8177: 8173: 8146: 8143: 8140: 8138: 8135: 8133: 8130: 8128: 8125: 8123: 8120: 8117: 8115: 8112: 8109: 8106: 8104: 8101: 8099: 8096: 8092: 8089: 8088: 8085: 8082: 8079: 8077: 8074: 8072: 8069: 8066: 8063: 8060: 8058: 8055: 8052: 8050: 8047: 8044: 8042: 8039: 8036: 8033: 8031: 8028: 8026: 8023: 8021: 8018: 8017: 8014: 8011: 8008: 8006: 8003: 8001: 7998: 7996: 7972: 7969: 7964: 7960: 7939: 7936: 7933: 7928: 7924: 7920: 7917: 7914: 7909: 7905: 7901: 7898: 7895: 7890: 7886: 7865: 7862: 7859: 7856: 7853: 7850: 7847: 7844: 7841: 7838: 7816: 7813: 7810: 7804: 7801: 7792: 7788: 7782: 7778: 7774: 7771: 7768: 7765: 7760: 7757: 7753: 7728: 7725: 7710: 7705: 7702: 7699: 7696: 7693: 7690: 7687: 7684: 7681: 7678: 7675: 7669: 7666: 7657: 7654: 7651: 7648: 7645: 7641: 7635: 7632: 7629: 7626: 7623: 7619: 7615: 7612: 7609: 7606: 7603: 7600: 7597: 7594: 7591: 7565: 7562: 7561: 7560: 7549: 7546: 7543: 7540: 7537: 7532: 7529: 7524: 7519: 7516: 7512: 7508: 7505: 7502: 7499: 7496: 7493: 7490: 7485: 7482: 7478: 7457: 7454: 7451: 7446: 7443: 7439: 7418: 7415: 7412: 7409: 7406: 7403: 7400: 7397: 7394: 7391: 7388: 7385: 7380: 7377: 7373: 7352: 7330: 7327: 7323: 7298: 7287: 7280: 7268: 7257: 7250: 7234: 7231: 7228: 7223: 7220: 7216: 7212: 7208: 7204: 7201: 7198: 7193: 7190: 7186: 7181: 7160: 7149: 7148: 7147: 7131: 7111: 7108: 7105: 7100: 7095: 7092: 7088: 7084: 7081: 7078: 7075: 7072: 7067: 7064: 7060: 7045: 7033: 7013: 7010: 7007: 7002: 6999: 6995: 6991: 6988: 6985: 6982: 6979: 6974: 6971: 6967: 6940: 6937: 6934: 6931: 6926: 6923: 6919: 6915: 6912: 6909: 6906: 6901: 6898: 6894: 6872: 6869: 6857: 6854: 6848: 6844: 6841: 6838: 6835: 6832: 6829: 6823: 6820: 6817: 6814: 6809: 6806: 6801: 6797: 6789: 6785: 6780: 6776: 6773: 6770: 6767: 6762: 6759: 6755: 6730: 6727: 6721: 6717: 6714: 6711: 6708: 6702: 6699: 6696: 6693: 6690: 6687: 6682: 6679: 6674: 6670: 6662: 6658: 6653: 6649: 6646: 6643: 6640: 6635: 6632: 6628: 6605: 6585: 6582: 6579: 6574: 6570: 6566: 6561: 6557: 6553: 6533: 6513: 6510: 6490: 6470: 6458: 6455: 6425: 6420: 6416: 6413: 6410: 6407: 6404: 6401: 6394: 6391: 6388: 6385: 6380: 6377: 6374: 6369: 6366: 6363: 6359: 6353: 6350: 6343: 6340: 6337: 6333: 6329: 6326: 6324: 6322: 6319: 6316: 6311: 6308: 6304: 6300: 6299: 6296: 6291: 6283: 6279: 6276: 6273: 6270: 6264: 6261: 6258: 6255: 6252: 6249: 6244: 6239: 6235: 6229: 6226: 6219: 6216: 6213: 6209: 6205: 6202: 6200: 6198: 6195: 6192: 6187: 6184: 6180: 6176: 6175: 6146: 6126: 6096: 6092: 6086: 6082: 6079: 6076: 6073: 6070: 6067: 6060: 6057: 6054: 6051: 6047: 6043: 6040: 6037: 6034: 6032: 6030: 6027: 6024: 6019: 6016: 6012: 6008: 6007: 6003: 5997: 5993: 5990: 5987: 5984: 5981: 5978: 5972: 5969: 5966: 5963: 5959: 5955: 5952: 5949: 5946: 5944: 5942: 5939: 5936: 5931: 5928: 5924: 5920: 5919: 5887: 5883: 5880: 5877: 5874: 5871: 5868: 5861: 5858: 5855: 5852: 5847: 5844: 5841: 5837: 5833: 5830: 5827: 5824: 5819: 5816: 5812: 5801: 5788: 5785: 5782: 5779: 5759: 5739: 5727: 5724: 5711: 5691: 5688: 5685: 5682: 5656: 5652: 5649: 5646: 5643: 5617: 5612: 5604: 5600: 5597: 5594: 5591: 5588: 5585: 5579: 5576: 5573: 5570: 5565: 5560: 5557: 5553: 5549: 5546: 5541: 5533: 5529: 5526: 5523: 5520: 5514: 5511: 5508: 5505: 5502: 5499: 5494: 5489: 5486: 5482: 5478: 5475: 5472: 5469: 5464: 5461: 5457: 5446: 5433: 5413: 5410: 5407: 5404: 5380: 5377: 5374: 5369: 5366: 5362: 5341: 5338: 5335: 5332: 5317: 5314: 5301: 5298: 5297: 5296: 5282: 5277: 5272: 5268: 5265: 5262: 5259: 5255: 5251: 5248: 5245: 5242: 5236: 5231: 5226: 5222: 5219: 5213: 5208: 5204: 5200: 5196: 5193: 5190: 5187: 5183: 5179: 5176: 5173: 5169: 5165: 5162: 5159: 5156: 5152: 5148: 5145: 5142: 5139: 5136: 5130: 5125: 5120: 5096: 5091: 5086: 5082: 5079: 5076: 5073: 5069: 5065: 5062: 5059: 5056: 5050: 5045: 5040: 5036: 5033: 5027: 5022: 5018: 5014: 5010: 5007: 5004: 5001: 4997: 4993: 4990: 4987: 4983: 4979: 4976: 4973: 4970: 4966: 4962: 4959: 4956: 4953: 4950: 4944: 4939: 4934: 4918: 4915: 4901: 4896: 4891: 4887: 4877: 4874: 4870: 4866: 4860: 4855: 4850: 4843: 4837: 4813: 4808: 4803: 4799: 4789: 4786: 4782: 4778: 4772: 4767: 4762: 4755: 4749: 4732: 4719: 4716: 4703: 4698: 4694: 4688: 4684: 4680: 4677: 4674: 4654: 4651: 4648: 4645: 4642: 4622: 4619: 4616: 4593: 4588: 4583: 4559: 4553: 4547: 4543: 4539: 4534: 4530: 4526: 4521: 4517: 4512: 4507: 4503: 4472: 4445: 4442: 4436: 4430: 4424: 4420: 4417: 4414: 4408: 4402: 4397: 4392: 4364: 4339: 4333: 4330: 4325: 4321: 4315: 4311: 4307: 4304: 4301: 4298: 4296: 4293: 4291: 4286: 4282: 4276: 4272: 4268: 4265: 4262: 4259: 4257: 4252: 4248: 4242: 4238: 4234: 4231: 4228: 4225: 4224: 4221: 4218: 4215: 4213: 4210: 4208: 4205: 4203: 4200: 4199: 4196: 4193: 4188: 4184: 4178: 4174: 4170: 4167: 4164: 4161: 4159: 4156: 4154: 4149: 4145: 4139: 4135: 4131: 4128: 4125: 4122: 4120: 4115: 4111: 4105: 4101: 4097: 4094: 4091: 4088: 4087: 4084: 4081: 4076: 4072: 4066: 4062: 4058: 4055: 4052: 4049: 4047: 4044: 4042: 4037: 4033: 4027: 4023: 4019: 4016: 4013: 4010: 4008: 4003: 3999: 3993: 3989: 3985: 3982: 3979: 3976: 3975: 3973: 3968: 3962: 3957: 3952: 3926: 3923: 3920: 3893: 3864: 3857: 3851: 3845: 3840: 3836: 3833: 3827: 3821: 3816: 3811: 3800: 3798:is defined by 3788:expected value 3768: 3763: 3757: 3753: 3749: 3746: 3743: 3738: 3734: 3730: 3727: 3723: 3691: 3670: 3667: 3664: 3641: 3636: 3630: 3626: 3622: 3619: 3616: 3611: 3607: 3603: 3600: 3596: 3576: 3573: 3561: 3558: 3553: 3547: 3544: 3541: 3538: 3535: 3532: 3529: 3526: 3523: 3520: 3517: 3514: 3509: 3506: 3502: 3496: 3491: 3488: 3484: 3480: 3477: 3474: 3471: 3466: 3463: 3459: 3437: 3432: 3426: 3423: 3420: 3417: 3414: 3411: 3408: 3405: 3402: 3399: 3396: 3391: 3388: 3384: 3378: 3373: 3370: 3366: 3362: 3359: 3356: 3353: 3350: 3345: 3342: 3338: 3309: 3306: 3301: 3293: 3290: 3287: 3284: 3281: 3278: 3274: 3270: 3267: 3264: 3261: 3256: 3253: 3249: 3243: 3238: 3235: 3231: 3227: 3224: 3221: 3218: 3213: 3210: 3206: 3184: 3179: 3171: 3168: 3165: 3162: 3159: 3155: 3151: 3148: 3145: 3140: 3137: 3133: 3127: 3122: 3119: 3115: 3111: 3108: 3105: 3102: 3099: 3094: 3091: 3087: 3058: 3055: 3051: 3025: 3022: 3018: 3001: 2998: 2985: 2976:for all other 2965: 2945: 2942: 2939: 2919: 2916: 2903: 2897: 2892: 2883: 2879: 2874: 2869: 2864: 2860: 2857: 2853: 2847: 2842: 2833: 2829: 2824: 2819: 2814: 2810: 2807: 2804: 2799: 2794: 2790: 2785: 2781: 2777: 2772: 2768: 2764: 2761: 2756: 2753: 2749: 2744: 2726: 2723: 2710: 2707: 2704: 2701: 2696: 2693: 2689: 2668: 2665: 2662: 2659: 2654: 2651: 2647: 2643: 2639: 2635: 2632: 2629: 2626: 2621: 2618: 2614: 2609: 2596: 2593: 2581: 2576: 2572: 2569: 2566: 2563: 2560: 2555: 2552: 2548: 2541: 2538: 2535: 2532: 2529: 2524: 2521: 2517: 2494: 2490: 2485: 2481: 2477: 2472: 2468: 2464: 2461: 2456: 2453: 2449: 2442: 2439: 2434: 2430: 2426: 2421: 2417: 2413: 2410: 2405: 2402: 2398: 2371: 2368: 2364: 2351: 2348: 2346: 2343: 2319: 2315: 2309: 2303: 2299: 2296: 2293: 2288: 2284: 2280: 2274: 2271: 2268: 2263: 2260: 2257: 2253: 2249: 2245: 2241: 2238: 2232: 2225: 2221: 2216: 2213: 2210: 2207: 2202: 2199: 2195: 2188: 2185: 2182: 2179: 2174: 2171: 2167: 2133: 2130: 2127: 2124: 2121: 2118: 2096: 2093: 2089: 2066: 2056: 2052: 2047: 2039: 2035: 2030: 2023: 2017: 2013: 2006: 2002: 1997: 1993: 1986: 1982: 1977: 1973: 1967: 1960: 1956: 1951: 1947: 1940: 1936: 1931: 1927: 1923: 1919: 1916: 1910: 1900: 1896: 1891: 1883: 1879: 1874: 1868: 1863: 1859: 1855: 1850: 1846: 1842: 1839: 1834: 1831: 1827: 1820: 1817: 1812: 1808: 1804: 1799: 1795: 1791: 1786: 1783: 1779: 1753: 1750: 1738: 1733: 1729: 1725: 1722: 1719: 1716: 1713: 1708: 1705: 1701: 1673: 1670: 1665: 1662: 1658: 1652: 1646: 1643: 1635: 1632: 1629: 1625: 1620: 1616: 1613: 1610: 1606: 1600: 1596: 1593: 1590: 1585: 1581: 1577: 1571: 1568: 1565: 1560: 1557: 1554: 1550: 1546: 1542: 1538: 1535: 1532: 1529: 1526: 1523: 1520: 1515: 1512: 1508: 1497: 1476: 1470: 1464: 1461: 1453: 1450: 1447: 1443: 1438: 1434: 1431: 1428: 1425: 1422: 1419: 1416: 1411: 1408: 1404: 1393: 1375: 1371: 1367: 1362: 1358: 1354: 1351: 1325: 1321: 1298: 1294: 1271: 1267: 1246: 1237:then the mean 1221: 1216: 1212: 1208: 1195: 1192: 1167: 1163: 1156: 1153: 1143: 1139: 1134: 1130: 1126: 1118: 1114: 1107: 1104: 1094: 1090: 1085: 1080: 1076: 1073: 1070: 1066: 1060: 1056: 1049: 1045: 1040: 1036: 1029: 1025: 1020: 1016: 1010: 1003: 999: 994: 990: 983: 979: 974: 970: 966: 962: 959: 956: 953: 948: 944: 940: 935: 931: 927: 924: 919: 916: 912: 901: 886: 882: 859: 855: 845:between times 828:expected value 815: 791: 783: 779: 772: 769: 759: 755: 750: 745: 741: 738: 735: 732: 727: 723: 719: 714: 710: 706: 703: 698: 695: 691: 680: 665: 661: 638: 634: 624:between times 609: 589: 567: 562: 558: 532: 528: 504: 474: 470: 433: 413: 392: 387: 383: 379: 363:random process 354: 351: 329:autocovariance 262: 259: 256: 236: 233: 230: 221:is the reason 177: 176: 174: 173: 166: 159: 151: 148: 147: 144: 143: 138: 133: 128: 122: 117: 116: 113: 112: 109: 108: 103: 98: 93: 87: 82: 81: 78: 77: 74: 73: 68: 63: 58: 52: 47: 46: 43: 42: 34: 33: 27: 26: 15: 9: 6: 4: 3: 2: 13520: 13509: 13506: 13504: 13501: 13499: 13496: 13495: 13493: 13478: 13477: 13468: 13466: 13465: 13456: 13454: 13453: 13448: 13442: 13440: 13439: 13430: 13429: 13426: 13412: 13409: 13407: 13406:Geostatistics 13404: 13402: 13399: 13397: 13394: 13392: 13389: 13388: 13386: 13384: 13380: 13374: 13373:Psychometrics 13371: 13369: 13366: 13364: 13361: 13359: 13356: 13354: 13351: 13349: 13346: 13344: 13341: 13339: 13336: 13334: 13331: 13329: 13326: 13325: 13323: 13321: 13317: 13311: 13308: 13306: 13303: 13301: 13297: 13294: 13292: 13289: 13287: 13284: 13282: 13279: 13278: 13276: 13274: 13270: 13264: 13261: 13259: 13256: 13254: 13250: 13247: 13245: 13242: 13241: 13239: 13237: 13236:Biostatistics 13233: 13229: 13225: 13220: 13216: 13198: 13197:Log-rank test 13195: 13194: 13192: 13188: 13182: 13179: 13178: 13176: 13174: 13170: 13164: 13161: 13159: 13156: 13154: 13151: 13149: 13146: 13145: 13143: 13141: 13137: 13134: 13132: 13128: 13118: 13115: 13113: 13110: 13108: 13105: 13103: 13100: 13098: 13095: 13094: 13092: 13090: 13086: 13080: 13077: 13075: 13072: 13070: 13068:(Box–Jenkins) 13064: 13062: 13059: 13057: 13054: 13050: 13047: 13046: 13045: 13042: 13041: 13039: 13037: 13033: 13027: 13024: 13022: 13021:Durbin–Watson 13019: 13017: 13011: 13009: 13006: 13004: 13003:Dickey–Fuller 13001: 13000: 12998: 12994: 12988: 12985: 12983: 12980: 12978: 12977:Cointegration 12975: 12973: 12970: 12968: 12965: 12963: 12960: 12958: 12955: 12953: 12952:Decomposition 12950: 12949: 12947: 12943: 12940: 12938: 12934: 12924: 12921: 12920: 12919: 12916: 12915: 12914: 12911: 12907: 12904: 12903: 12902: 12899: 12897: 12894: 12892: 12889: 12887: 12884: 12882: 12879: 12877: 12874: 12872: 12869: 12867: 12864: 12863: 12861: 12859: 12855: 12849: 12846: 12844: 12841: 12839: 12836: 12834: 12831: 12829: 12826: 12824: 12823:Cohen's kappa 12821: 12820: 12818: 12816: 12812: 12808: 12804: 12800: 12796: 12792: 12787: 12783: 12769: 12766: 12764: 12761: 12759: 12756: 12754: 12751: 12750: 12748: 12746: 12742: 12736: 12732: 12728: 12722: 12720: 12717: 12716: 12714: 12712: 12708: 12702: 12699: 12697: 12694: 12692: 12689: 12687: 12684: 12682: 12679: 12677: 12676:Nonparametric 12674: 12672: 12669: 12668: 12666: 12662: 12656: 12653: 12651: 12648: 12646: 12643: 12641: 12638: 12637: 12635: 12633: 12629: 12623: 12620: 12618: 12615: 12613: 12610: 12608: 12605: 12603: 12600: 12599: 12597: 12595: 12591: 12585: 12582: 12580: 12577: 12575: 12572: 12570: 12567: 12566: 12564: 12562: 12558: 12554: 12547: 12544: 12542: 12539: 12538: 12534: 12530: 12514: 12511: 12510: 12509: 12506: 12504: 12501: 12499: 12496: 12492: 12489: 12487: 12484: 12483: 12482: 12479: 12478: 12476: 12474: 12470: 12460: 12457: 12453: 12447: 12445: 12439: 12437: 12431: 12430: 12429: 12426: 12425:Nonparametric 12423: 12421: 12415: 12411: 12408: 12407: 12406: 12400: 12396: 12395:Sample median 12393: 12392: 12391: 12388: 12387: 12385: 12383: 12379: 12371: 12368: 12366: 12363: 12361: 12358: 12357: 12356: 12353: 12351: 12348: 12346: 12340: 12338: 12335: 12333: 12330: 12328: 12325: 12323: 12320: 12318: 12316: 12312: 12310: 12307: 12306: 12304: 12302: 12298: 12292: 12290: 12286: 12284: 12282: 12277: 12275: 12270: 12266: 12265: 12262: 12259: 12257: 12253: 12243: 12240: 12238: 12235: 12233: 12230: 12229: 12227: 12225: 12221: 12215: 12212: 12208: 12205: 12204: 12203: 12200: 12196: 12193: 12192: 12191: 12188: 12186: 12183: 12182: 12180: 12178: 12174: 12166: 12163: 12161: 12158: 12157: 12156: 12153: 12151: 12148: 12146: 12143: 12141: 12138: 12136: 12133: 12131: 12128: 12127: 12125: 12123: 12119: 12113: 12110: 12106: 12103: 12099: 12096: 12094: 12091: 12090: 12089: 12086: 12085: 12084: 12081: 12077: 12074: 12072: 12069: 12067: 12064: 12062: 12059: 12058: 12057: 12054: 12053: 12051: 12049: 12045: 12042: 12040: 12036: 12030: 12027: 12025: 12022: 12018: 12015: 12014: 12013: 12010: 12008: 12005: 12001: 12000:loss function 11998: 11997: 11996: 11993: 11989: 11986: 11984: 11981: 11979: 11976: 11975: 11974: 11971: 11969: 11966: 11964: 11961: 11957: 11954: 11952: 11949: 11947: 11941: 11938: 11937: 11936: 11933: 11929: 11926: 11924: 11921: 11919: 11916: 11915: 11914: 11911: 11907: 11904: 11902: 11899: 11898: 11897: 11894: 11890: 11887: 11886: 11885: 11882: 11878: 11875: 11874: 11873: 11870: 11868: 11865: 11863: 11860: 11858: 11855: 11854: 11852: 11850: 11846: 11842: 11838: 11833: 11829: 11815: 11812: 11810: 11807: 11805: 11802: 11800: 11797: 11796: 11794: 11792: 11788: 11782: 11779: 11777: 11774: 11772: 11769: 11768: 11766: 11762: 11756: 11753: 11751: 11748: 11746: 11743: 11741: 11738: 11736: 11733: 11731: 11728: 11726: 11723: 11722: 11720: 11718: 11714: 11708: 11705: 11703: 11702:Questionnaire 11700: 11698: 11695: 11691: 11688: 11686: 11683: 11682: 11681: 11678: 11677: 11675: 11673: 11669: 11663: 11660: 11658: 11655: 11653: 11650: 11648: 11645: 11643: 11640: 11638: 11635: 11633: 11630: 11628: 11625: 11624: 11622: 11620: 11616: 11612: 11608: 11603: 11599: 11585: 11582: 11580: 11577: 11575: 11572: 11570: 11567: 11565: 11562: 11560: 11557: 11555: 11552: 11550: 11547: 11545: 11542: 11540: 11537: 11535: 11532: 11530: 11529:Control chart 11527: 11525: 11522: 11520: 11517: 11515: 11512: 11511: 11509: 11507: 11503: 11497: 11494: 11490: 11487: 11485: 11482: 11481: 11480: 11477: 11475: 11472: 11470: 11467: 11466: 11464: 11462: 11458: 11452: 11449: 11447: 11444: 11442: 11439: 11438: 11436: 11432: 11426: 11423: 11422: 11420: 11418: 11414: 11402: 11399: 11397: 11394: 11392: 11389: 11388: 11387: 11384: 11382: 11379: 11378: 11376: 11374: 11370: 11364: 11361: 11359: 11356: 11354: 11351: 11349: 11346: 11344: 11341: 11339: 11336: 11334: 11331: 11330: 11328: 11326: 11322: 11316: 11313: 11311: 11308: 11304: 11301: 11299: 11296: 11294: 11291: 11289: 11286: 11284: 11281: 11279: 11276: 11274: 11271: 11269: 11266: 11264: 11261: 11259: 11256: 11255: 11254: 11251: 11250: 11248: 11246: 11242: 11239: 11237: 11233: 11229: 11225: 11220: 11216: 11210: 11207: 11205: 11202: 11201: 11198: 11194: 11187: 11182: 11180: 11175: 11173: 11168: 11167: 11164: 11155: 11154: 11149: 11146: 11141: 11138: 11137:9780128133477 11134: 11130: 11129: 11124: 11121: 11117: 11113: 11109: 11105: 11101: 11097: 11093: 11089: 11085: 11080: 11076: 11070: 11066: 11065: 11060: 11059:Marno Verbeek 11056: 11052: 11046: 11042: 11037: 11036: 11030: 11026: 11025: 11001: 10994: 10987: 10979: 10975: 10974: 10969: 10962: 10954: 10950: 10946: 10942: 10938: 10934: 10926: 10918: 10912: 10908: 10901: 10893: 10889: 10885: 10881: 10876: 10871: 10867: 10863: 10859: 10855: 10851: 10844: 10836: 10832: 10827: 10822: 10818: 10814: 10810: 10806: 10802: 10798: 10794: 10787: 10779: 10773: 10769: 10762: 10754: 10750: 10744: 10736: 10732: 10728: 10724: 10717: 10709: 10703: 10699: 10694: 10693: 10684: 10676: 10670: 10666: 10659: 10651: 10647: 10643: 10639: 10635: 10631: 10626: 10621: 10617: 10614: 10613: 10605: 10597: 10591: 10587: 10580: 10572: 10566: 10562: 10555: 10547: 10541: 10537: 10530: 10522: 10516: 10512: 10505: 10503: 10495: 10489: 10487: 10485: 10478: 10474: 10468: 10466: 10464: 10462: 10460: 10458: 10449: 10443: 10439: 10432: 10430: 10428: 10426: 10424: 10422: 10420: 10415: 10404: 10401: 10399: 10396: 10394: 10391: 10389: 10386: 10384: 10381: 10378: 10375: 10373: 10370: 10368: 10365: 10363: 10360: 10358: 10355: 10353: 10350: 10348: 10345: 10343: 10340: 10337: 10334: 10332: 10329: 10327: 10324: 10322: 10319: 10317: 10314: 10313: 10306: 10292: 10289: 10286: 10283: 10280: 10255: 10251: 10247: 10242: 10238: 10226: 10209: 10204: 10200: 10196: 10186: 10172: 10164: 10148: 10140: 10136: 10131: 10129: 10125: 10113: 10109: 10106: 10102: 10098: 10095: 10091: 10088: 10084: 10080: 10077: 10073: 10070: 10066: 10063: 10059: 10055: 10051: 10048: 10044: 10040: 10036: 10032: 10029: 10025: 10022: 10018: 10015: 10011: 10007: 10003: 9999: 9995: 9992: 9988: 9984: 9980: 9977: 9973: 9970: 9966: 9962: 9959: 9955: 9952: 9951:doppler shift 9947: 9943: 9939: 9935: 9931: 9927: 9923: 9919: 9915: 9912: 9909:, both using 9908: 9904: 9901: 9897: 9893: 9890: 9886: 9885: 9884: 9882: 9872: 9858: 9855: 9852: 9832: 9829: 9823: 9817: 9797: 9794: 9791: 9788: 9785: 9782: 9779: 9776: 9773: 9753: 9750: 9744: 9738: 9730: 9726: 9721: 9719: 9715: 9710: 9708: 9704: 9689: 9685: 9674: 9670: 9666: 9662: 9658: 9654: 9650: 9646: 9642: 9637: 9635: 9631: 9627: 9623: 9619: 9615: 9611: 9606: 9604: 9600: 9596: 9592: 9588: 9584: 9580: 9570: 9556: 9536: 9507: 9503: 9498: 9495: 9491: 9486: 9483: 9480: 9476: 9471: 9466: 9463: 9460: 9456: 9427: 9424: 9421: 9417: 9412: 9409: 9405: 9400: 9396: 9391: 9386: 9382: 9370: 9367: 9351: 9331: 9328: 9325: 9317: 9313: 9310: 9309: 9290: 9286: 9265: 9257: 9256: 9255: 9253: 9249: 9248: 9229: 9225: 9217:and variance 9204: 9184: 9181: 9178: 9169: 9153: 9150: 9145: 9142: 9139: 9135: 9125: 9122: 9117: 9113: 9104: 9101: 9098: 9093: 9090: 9087: 9083: 9074: 9070: 9063: 9060: 9057: 9050: 9045: 9039: 9027: 9016: 8997: 8993: 8988: 8985: 8981: 8976: 8972: 8967: 8962: 8958: 8947:observations 8934: 8926: 8916: 8912: 8908: 8903: 8897: 8893: 8879: 8877: 8873: 8868: 8845: 8839: 8833: 8830: 8827: 8825: 8817: 8811: 8801: 8793: 8788: 8784: 8777: 8769: 8765: 8761: 8759: 8751: 8745: 8732: 8726: 8720: 8717: 8714: 8712: 8704: 8696: 8692: 8679: 8677: 8671: 8667: 8662: 8656: 8652: 8646: 8642: 8637: 8635: 8619: 8616: 8593: 8590: 8587: 8584: 8581: 8578: 8575: 8572: 8569: 8566: 8563: 8560: 8557: 8554: 8551: 8545: 8540: 8537: 8533: 8524: 8508: 8502: 8499: 8496: 8493: 8490: 8487: 8484: 8481: 8478: 8475: 8472: 8469: 8466: 8463: 8460: 8457: 8454: 8448: 8445: 8424: 8421: 8418: 8415: 8409: 8401: 8398: 8394: 8390: 8384: 8381: 8373: 8370: 8366: 8345: 8342: 8339: 8333: 8325: 8322: 8318: 8314: 8308: 8305: 8297: 8294: 8290: 8270: 8267: 8264: 8258: 8250: 8247: 8243: 8219: 8216: 8213: 8210: 8207: 8204: 8201: 8198: 8195: 8192: 8189: 8183: 8178: 8175: 8171: 8161: 8144: 8141: 8136: 8131: 8126: 8121: 8118: 8110: 8107: 8102: 8097: 8090: 8083: 8080: 8075: 8070: 8061: 8056: 8053: 8048: 8045: 8037: 8034: 8029: 8024: 8019: 8012: 8009: 8004: 7999: 7970: 7967: 7962: 7958: 7937: 7934: 7931: 7926: 7922: 7918: 7915: 7912: 7907: 7903: 7899: 7896: 7893: 7888: 7884: 7860: 7857: 7854: 7851: 7848: 7845: 7839: 7836: 7814: 7811: 7808: 7799: 7790: 7786: 7780: 7776: 7772: 7766: 7758: 7755: 7751: 7742: 7738: 7734: 7724: 7721: 7708: 7703: 7700: 7697: 7694: 7691: 7688: 7685: 7682: 7679: 7676: 7673: 7664: 7655: 7652: 7649: 7646: 7643: 7639: 7633: 7630: 7627: 7624: 7621: 7617: 7613: 7607: 7604: 7601: 7598: 7595: 7589: 7581: 7579: 7575: 7571: 7544: 7527: 7517: 7514: 7510: 7506: 7503: 7497: 7491: 7483: 7480: 7476: 7452: 7444: 7441: 7437: 7413: 7410: 7404: 7401: 7395: 7386: 7378: 7375: 7371: 7350: 7328: 7325: 7321: 7312: 7309:to represent 7296: 7288: 7285: 7281: 7266: 7258: 7255: 7251: 7248: 7229: 7221: 7218: 7214: 7210: 7199: 7191: 7188: 7184: 7158: 7150: 7145: 7129: 7106: 7098: 7093: 7090: 7086: 7082: 7076: 7073: 7065: 7062: 7058: 7050: 7046: 7031: 7008: 7000: 6997: 6993: 6989: 6983: 6980: 6972: 6969: 6965: 6957: 6956:even function 6953: 6952: 6935: 6932: 6924: 6921: 6917: 6913: 6907: 6899: 6896: 6892: 6883: 6882: 6881: 6879: 6868: 6855: 6852: 6839: 6836: 6833: 6827: 6818: 6812: 6807: 6804: 6799: 6795: 6787: 6783: 6778: 6774: 6768: 6760: 6757: 6753: 6744: 6741: 6728: 6725: 6712: 6706: 6697: 6694: 6691: 6685: 6680: 6677: 6672: 6668: 6660: 6656: 6651: 6647: 6641: 6633: 6630: 6626: 6617: 6603: 6580: 6577: 6572: 6568: 6564: 6559: 6555: 6508: 6488: 6468: 6454: 6452: 6448: 6443: 6440: 6423: 6411: 6408: 6405: 6399: 6389: 6383: 6378: 6375: 6372: 6367: 6364: 6361: 6357: 6351: 6348: 6335: 6327: 6325: 6317: 6309: 6306: 6302: 6294: 6274: 6268: 6259: 6256: 6253: 6247: 6242: 6237: 6233: 6227: 6224: 6211: 6203: 6201: 6193: 6185: 6182: 6178: 6165: 6163: 6158: 6144: 6124: 6116: 6111: 6094: 6090: 6077: 6074: 6071: 6065: 6055: 6049: 6045: 6041: 6035: 6033: 6025: 6017: 6014: 6010: 6001: 5988: 5985: 5982: 5976: 5967: 5961: 5957: 5953: 5947: 5945: 5937: 5929: 5926: 5922: 5909: 5907: 5900: 5878: 5875: 5872: 5866: 5856: 5850: 5845: 5842: 5839: 5835: 5831: 5825: 5817: 5814: 5810: 5800: 5783: 5777: 5757: 5737: 5723: 5709: 5686: 5680: 5672: 5647: 5641: 5628: 5615: 5595: 5592: 5589: 5583: 5574: 5568: 5555: 5551: 5547: 5544: 5524: 5518: 5509: 5506: 5503: 5497: 5484: 5480: 5476: 5470: 5462: 5459: 5455: 5445: 5431: 5408: 5402: 5394: 5375: 5367: 5364: 5360: 5336: 5330: 5323: 5313: 5311: 5307: 5263: 5246: 5240: 5220: 5191: 5185: 5160: 5154: 5140: 5134: 5077: 5060: 5054: 5034: 5005: 4999: 4974: 4968: 4954: 4948: 4923: 4919: 4916: 4899: 4889: 4881:for all  4875: 4872: 4864: 4811: 4801: 4793:for all  4787: 4784: 4776: 4737: 4733: 4730: 4726: 4722: 4721: 4715: 4696: 4692: 4686: 4682: 4675: 4665:-th entry is 4649: 4646: 4643: 4633:matrix whose 4620: 4617: 4614: 4551: 4545: 4541: 4537: 4532: 4528: 4524: 4519: 4515: 4510: 4505: 4491: 4489: 4456: 4443: 4415: 4406: 4381: 4379: 4352: 4337: 4323: 4319: 4313: 4309: 4302: 4294: 4284: 4280: 4274: 4270: 4263: 4250: 4246: 4240: 4236: 4229: 4216: 4211: 4206: 4201: 4186: 4182: 4176: 4172: 4165: 4157: 4147: 4143: 4137: 4133: 4126: 4113: 4109: 4103: 4099: 4092: 4074: 4070: 4064: 4060: 4053: 4045: 4035: 4031: 4025: 4021: 4014: 4001: 3997: 3991: 3987: 3980: 3971: 3966: 3941: 3938: 3924: 3921: 3918: 3910: 3876: 3862: 3838: 3834: 3825: 3799: 3797: 3793: 3789: 3785: 3755: 3751: 3747: 3744: 3741: 3736: 3732: 3725: 3713: 3712:random vector 3708: 3706: 3668: 3665: 3662: 3628: 3624: 3620: 3617: 3614: 3609: 3605: 3598: 3586: 3585:random vector 3582: 3572: 3559: 3556: 3542: 3539: 3536: 3533: 3527: 3524: 3518: 3512: 3507: 3504: 3486: 3482: 3478: 3472: 3464: 3461: 3457: 3448: 3435: 3421: 3418: 3415: 3412: 3406: 3403: 3397: 3389: 3386: 3382: 3368: 3364: 3360: 3354: 3348: 3343: 3340: 3327: 3325: 3320: 3307: 3304: 3291: 3288: 3285: 3282: 3279: 3276: 3272: 3265: 3259: 3254: 3251: 3233: 3229: 3225: 3219: 3211: 3208: 3204: 3195: 3182: 3169: 3166: 3163: 3160: 3157: 3153: 3146: 3138: 3135: 3131: 3117: 3113: 3109: 3103: 3097: 3092: 3089: 3076: 3074: 3056: 3053: 3049: 3041: 3023: 3020: 3007: 2997: 2983: 2963: 2943: 2940: 2937: 2929: 2925: 2915: 2901: 2895: 2881: 2877: 2872: 2862: 2858: 2851: 2845: 2831: 2827: 2822: 2812: 2808: 2802: 2797: 2792: 2783: 2779: 2775: 2770: 2766: 2759: 2754: 2751: 2742: 2732: 2722: 2705: 2699: 2694: 2691: 2663: 2657: 2652: 2649: 2641: 2637: 2630: 2624: 2619: 2616: 2607: 2592: 2579: 2567: 2564: 2558: 2553: 2550: 2539: 2533: 2527: 2522: 2519: 2483: 2479: 2475: 2470: 2466: 2459: 2454: 2451: 2440: 2432: 2428: 2424: 2419: 2415: 2408: 2403: 2400: 2387: 2386:even function 2369: 2366: 2342: 2340: 2335: 2317: 2313: 2307: 2294: 2291: 2286: 2282: 2269: 2266: 2261: 2258: 2255: 2251: 2243: 2239: 2230: 2223: 2219: 2211: 2205: 2200: 2197: 2186: 2180: 2172: 2169: 2165: 2156: 2154: 2149: 2147: 2128: 2125: 2122: 2119: 2094: 2091: 2087: 2077: 2064: 2054: 2050: 2045: 2037: 2033: 2028: 2021: 2004: 2000: 1995: 1991: 1984: 1980: 1975: 1958: 1954: 1949: 1945: 1938: 1934: 1929: 1921: 1917: 1908: 1898: 1894: 1889: 1881: 1877: 1872: 1861: 1857: 1853: 1848: 1844: 1837: 1832: 1829: 1818: 1810: 1806: 1802: 1797: 1793: 1784: 1781: 1777: 1768: 1765: 1763: 1759: 1752:Normalization 1749: 1736: 1731: 1727: 1723: 1717: 1711: 1706: 1703: 1690: 1686: 1668: 1663: 1660: 1656: 1650: 1641: 1633: 1630: 1627: 1623: 1618: 1614: 1608: 1604: 1591: 1588: 1583: 1579: 1566: 1563: 1558: 1555: 1552: 1548: 1540: 1536: 1530: 1524: 1518: 1513: 1510: 1496: 1494: 1488: 1474: 1468: 1459: 1451: 1448: 1445: 1441: 1436: 1432: 1426: 1420: 1414: 1409: 1406: 1392: 1391: 1373: 1369: 1365: 1360: 1356: 1352: 1349: 1341: 1340:even function 1323: 1319: 1296: 1292: 1269: 1265: 1244: 1236: 1219: 1214: 1210: 1206: 1191: 1189: 1182: 1165: 1161: 1151: 1141: 1137: 1132: 1128: 1124: 1116: 1112: 1102: 1092: 1088: 1083: 1078: 1074: 1068: 1064: 1047: 1043: 1038: 1034: 1027: 1023: 1018: 1001: 997: 992: 988: 981: 977: 972: 964: 960: 954: 946: 942: 938: 933: 929: 922: 917: 914: 900: 884: 880: 857: 853: 844: 839: 837: 833: 829: 803: 789: 781: 777: 767: 757: 753: 748: 743: 739: 733: 725: 721: 717: 712: 708: 701: 696: 693: 679: 663: 659: 636: 632: 623: 607: 587: 565: 560: 556: 548: 530: 526: 518: 502: 494: 490: 472: 468: 459: 455: 452:process or a 451: 450:discrete-time 447: 431: 411: 390: 385: 381: 377: 368: 364: 360: 350: 348: 344: 340: 336: 332: 330: 325: 323: 319: 315: 311: 307: 303: 299: 295: 291: 288:case, is the 287: 286:discrete time 283: 279: 260: 257: 254: 234: 231: 228: 208: 204: 199: 192: 188: 183: 172: 167: 165: 160: 158: 153: 152: 150: 149: 142: 139: 137: 134: 132: 129: 127: 124: 123: 120: 115: 114: 107: 104: 102: 99: 97: 94: 92: 89: 88: 85: 80: 79: 72: 69: 67: 64: 62: 59: 57: 54: 53: 50: 45: 44: 40: 36: 35: 32: 29: 28: 25: 21: 20: 13474: 13462: 13443: 13436: 13348:Econometrics 13298: / 13281:Chemometrics 13258:Epidemiology 13251: / 13224:Applications 13066:ARIMA model 13043: 13013:Q-statistic 12962:Stationarity 12858:Multivariate 12801: / 12797: / 12795:Multivariate 12793: / 12733: / 12729: / 12503:Bayes factor 12402:Signed rank 12314: 12288: 12280: 12268: 11963:Completeness 11799:Cohort study 11697:Opinion poll 11632:Missing data 11619:Study design 11574:Scatter plot 11496:Scatter plot 11489:Spearman's ρ 11451:Grouped data 11151: 11126: 11091: 11087: 11063: 11034: 11007:. Retrieved 10986: 10978:the original 10971: 10961: 10936: 10932: 10925: 10906: 10900: 10857: 10853: 10843: 10800: 10796: 10786: 10767: 10761: 10752: 10743: 10726: 10722: 10716: 10691: 10683: 10664: 10658: 10615: 10610: 10604: 10585: 10579: 10560: 10554: 10535: 10529: 10510: 10493: 10437: 10187: 10132: 10123: 10122: 10054:astrophysics 10039:mass spectra 10010:musical beat 9905:produced by 9878: 9875:Applications 9728: 9722: 9711: 9706: 9668: 9664: 9660: 9652: 9638: 9618:econometrics 9607: 9576: 9528: 9306: 9245: 9170: 9017: 8922: 8910: 8906: 8900:data with a 8895: 8891: 8880: 8869: 8680: 8669: 8665: 8654: 8650: 8644: 8638: 8162: 7730: 7722: 7582: 7567: 6874: 6745: 6742: 6618: 6460: 6447:last forever 6446: 6444: 6441: 6166: 6159: 6112: 5910: 5902: 5802: 5729: 5630: 5447: 5395:integral of 5319: 5309: 5303: 4921: 4492: 4457: 4382: 4353: 3942: 3939: 3907:denotes the 3878: 3801: 3795: 3709: 3707:algorithms. 3580: 3578: 3449: 3328: 3321: 3196: 3077: 3003: 2921: 2728: 2679:Notice that 2598: 2353: 2336: 2157: 2150: 2078: 1769: 1766: 1755: 1691: 1688: 1498: 1492: 1490: 1394: 1389: 1342:of the lag 1197: 1184: 902: 842: 840: 836:well defined 805: 681: 621: 356: 333: 326: 304:obscured by 281: 277: 276: 206: 118: 83: 48: 13476:WikiProject 13391:Cartography 13353:Jurimetrics 13305:Reliability 13036:Time domain 13015:(Ljung–Box) 12937:Time-series 12815:Categorical 12799:Time-series 12791:Categorical 12726:(Bernoulli) 12561:Correlation 12541:Correlation 12337:Jarque–Bera 12309:Chi-squared 12071:M-estimator 12024:Asymptotics 11968:Sufficiency 11735:Interaction 11647:Replication 11627:Effect size 11584:Violin plot 11564:Radar chart 11544:Forest plot 11534:Correlogram 11484:Kendall's τ 11094:(5): 2180. 11029:Kmenta, Jan 10854:Soft Matter 10347:Correlogram 10135:time series 10083:geosciences 9933:calculated. 9316:periodogram 8902:logarithmic 8634:Z-transform 7570:dimensional 7311:convolution 3794:exist, the 3782:containing 2924:white noise 600:, for each 489:realization 454:real number 337:processes, 322:time domain 290:correlation 191:correlogram 13492:Categories 13343:Demography 13061:ARMA model 12866:Regression 12443:(Friedman) 12404:(Wilcoxon) 12342:Normality 12332:Lilliefors 12279:Student's 12155:Resampling 12029:Robustness 12017:divergence 12007:Efficiency 11945:(monotone) 11940:Likelihood 11857:Population 11690:Stratified 11642:Population 11461:Dependence 11417:Count data 11348:Percentile 11325:Dispersion 11258:Arithmetic 11193:Statistics 11116:Guang Gong 10939:: 106173. 10410:References 10225:stationary 10087:geophysics 10069:panel data 10006:distortion 9731:, we have 8919:Estimation 6871:Properties 6596:of length 6115:stationary 3909:transposed 2345:Properties 444:may be an 359:statistics 24:Statistics 12724:Logistic 12491:posterior 12417:Rank sum 12165:Jackknife 12160:Bootstrap 11978:Bootstrap 11913:Parameter 11862:Statistic 11657:Statistic 11569:Run chart 11554:Pie chart 11549:Histogram 11539:Fan chart 11514:Bar chart 11396:L-moments 11283:Geometric 11153:MathWorld 11067:. Wiley. 10953:198468676 10884:1744-683X 10625:0912.3824 10290:− 10281:τ 9987:frequency 9983:astronomy 9853:τ 9824:τ 9792:… 9774:τ 9751:≠ 9745:τ 9686:χ 9496:… 9425:− 9410:… 9329:− 9287:σ 9266:μ 9226:σ 9205:μ 9154:μ 9151:− 9126:μ 9123:− 9102:− 9084:∑ 9071:σ 9061:− 9031:^ 8986:… 8834:⁡ 8818:τ 8794:∗ 8721:⁡ 8674:with two 8594:… 8552:… 8503:… 8494:− 8473:− 8455:… 8419:− 8382:− 8306:− 8217:− 8190:− 8142:− 8119:− 8108:− 8081:− 8054:− 8046:− 8035:− 8020:× 8010:− 7935:− 7858:− 7812:− 7803:¯ 7777:∑ 7704:ℓ 7701:− 7689:− 7677:− 7668:¯ 7618:∑ 7608:ℓ 7580:would be 7545:τ 7531:¯ 7515:− 7507:∗ 7492:τ 7453:τ 7411:− 7376:− 7326:− 7297:∗ 7267:τ 7211:≤ 7200:τ 7159:τ 7107:τ 7099:∗ 7077:τ 7074:− 7009:τ 6984:τ 6981:− 6936:τ 6933:− 6908:τ 6847:¯ 6840:τ 6837:− 6779:∫ 6775:≜ 6769:τ 6720:¯ 6698:τ 6652:∫ 6648:≜ 6642:τ 6532:∞ 6512:∞ 6509:− 6419:¯ 6412:ℓ 6409:− 6376:− 6358:∑ 6342:∞ 6339:→ 6318:ℓ 6282:¯ 6260:τ 6234:∫ 6218:∞ 6215:→ 6194:τ 6085:¯ 6078:ℓ 6075:− 6042:⁡ 6026:ℓ 5996:¯ 5989:τ 5986:− 5954:⁡ 5938:τ 5886:¯ 5879:ℓ 5876:− 5843:∈ 5836:∑ 5826:ℓ 5758:ℓ 5655:¯ 5603:¯ 5596:τ 5593:− 5564:∞ 5559:∞ 5556:− 5552:∫ 5532:¯ 5510:τ 5493:∞ 5488:∞ 5485:− 5481:∫ 5471:τ 5432:τ 5376:τ 5264:⁡ 5247:⁡ 5241:− 5192:⁡ 5186:− 5161:⁡ 5155:− 5141:⁡ 5078:⁡ 5061:⁡ 5055:− 5006:⁡ 5000:− 4975:⁡ 4969:− 4955:⁡ 4890:∈ 4873:≥ 4865:⁡ 4802:∈ 4785:≥ 4777:⁡ 4676:⁡ 4618:× 4416:⁡ 4407:≜ 4303:⁡ 4295:⋯ 4264:⁡ 4230:⁡ 4217:⋮ 4212:⋱ 4207:⋮ 4202:⋮ 4166:⁡ 4158:⋯ 4127:⁡ 4093:⁡ 4054:⁡ 4046:⋯ 4015:⁡ 3981:⁡ 3922:× 3835:⁡ 3826:≜ 3745:… 3666:× 3618:… 3557:τ 3543:τ 3537:π 3528:⁡ 3519:τ 3513:⁡ 3495:∞ 3490:∞ 3487:− 3483:∫ 3422:τ 3416:π 3407:⁡ 3377:∞ 3372:∞ 3369:− 3365:∫ 3355:τ 3349:⁡ 3305:τ 3292:τ 3286:π 3277:− 3266:τ 3260:⁡ 3242:∞ 3237:∞ 3234:− 3230:∫ 3170:τ 3164:π 3126:∞ 3121:∞ 3118:− 3114:∫ 3104:τ 3098:⁡ 2984:τ 2938:τ 2859:⁡ 2809:⁡ 2803:≤ 2760:⁡ 2700:⁡ 2658:⁡ 2642:≤ 2631:τ 2625:⁡ 2575:¯ 2568:τ 2565:− 2559:⁡ 2534:τ 2528:⁡ 2493:¯ 2460:⁡ 2409:⁡ 2314:σ 2302:¯ 2295:μ 2292:− 2270:μ 2267:− 2262:τ 2240:⁡ 2220:σ 2212:τ 2206:⁡ 2181:τ 2166:ρ 2120:− 2088:ρ 2046:σ 2029:σ 2016:¯ 1996:μ 1992:− 1950:μ 1946:− 1918:⁡ 1890:σ 1873:σ 1838:⁡ 1778:ρ 1728:σ 1712:⁡ 1672:¯ 1669:μ 1664:μ 1661:− 1645:¯ 1634:τ 1615:⁡ 1599:¯ 1592:μ 1589:− 1567:μ 1564:− 1559:τ 1537:⁡ 1525:τ 1519:⁡ 1463:¯ 1452:τ 1433:⁡ 1421:τ 1415:⁡ 1366:− 1350:τ 1266:σ 1245:μ 1188:power law 1155:¯ 1152:μ 1133:μ 1129:− 1106:¯ 1075:⁡ 1059:¯ 1039:μ 1035:− 993:μ 989:− 961:⁡ 923:⁡ 771:¯ 740:⁡ 702:⁡ 557:σ 527:μ 335:Unit root 324:signals. 258:⋆ 232:∗ 13438:Category 13131:Survival 13008:Johansen 12731:Binomial 12686:Isotonic 12273:(normal) 11918:location 11725:Blocking 11680:Sampling 11559:Q–Q plot 11524:Box plot 11506:Graphics 11401:Skewness 11391:Kurtosis 11363:Variance 11293:Heronian 11288:Harmonic 11031:(1986). 11000:Archived 10892:28106203 10835:22208184 10309:See also 10058:galaxies 9926:micelles 9716:and the 9663:, where 9634:t-scores 9589:(AR), a 9252:variance 9247:unbiased 8925:discrete 8235:, where 7733:discrete 5320:Given a 4486:denotes 3792:variance 3071:via the 1491:and the 580:at time 547:variance 314:harmonic 13464:Commons 13411:Kriging 13296:Process 13253:studies 13112:Wavelet 12945:General 12112:Plug-in 11906:L space 11685:Cluster 11386:Moments 11204:Outline 11096:Bibcode 11041:298–334 10862:Bibcode 10826:3244056 10805:Bibcode 10650:7173093 10630:Bibcode 10047:peptide 10035:SEQUEST 9991:pulsars 9671:is the 8678:(FFT): 6162:ergodic 5750:at lag 4738:, i.e. 3038:to the 826:is the 446:integer 365:is the 284:in the 13333:Census 12923:Normal 12871:Manova 12691:Robust 12441:2-way 12433:1-way 12271:-test 11942:  11519:Biplot 11310:Median 11303:Lehmer 11245:Center 11135:  11071:  11047:  11009:28 May 10951:  10913:  10890:  10882:  10833:  10823:  10774:  10704:  10700:–195. 10671:  10648:  10592:  10567:  10542:  10517:  10475:  10444:  9907:lasers 9903:pulses 9845:, for 9810:, and 9766:, for 9581:using 8923:For a 7950:, and 7876:(i.e. 7568:Multi- 5631:where 5322:signal 4410:  3879:where 3829:  3786:whose 3710:For a 3655:is an 2384:is an 2151:For a 806:where 456:for a 448:for a 345:, and 294:signal 205:, and 12957:Trend 12486:prior 12428:anova 12317:-test 12291:-test 12283:-test 12190:Power 12135:Pivot 11928:shape 11923:scale 11373:Shape 11353:Range 11298:Heinz 11273:Cubic 11209:Index 11003:(PDF) 10996:(PDF) 10949:S2CID 10646:S2CID 10620:arXiv 10357:CUSUM 10137:of a 10014:tempo 9998:music 9900:light 9705:with 8641:order 7142:is a 7122:when 7024:when 6137:, or 4607:is a 4458:Here 4376:is a 2930:) at 1233:is a 306:noise 292:of a 13190:Test 12390:Sign 12242:Wald 11315:Mode 11253:Mean 11133:ISBN 11069:ISBN 11045:ISBN 11011:2022 10973:Time 10911:ISBN 10888:PMID 10880:ISSN 10831:PMID 10772:ISBN 10702:ISBN 10669:ISBN 10590:ISBN 10565:ISBN 10540:ISBN 10515:ISBN 10473:ISBN 10442:ISBN 10033:The 9967:and 9956:The 9881:data 9856:> 9626:BLUE 9445:and 9278:and 9182:< 8909:log( 8831:IFFT 8653:log( 8358:and 7739:. A 7313:and 4920:The 3790:and 3004:The 2729:The 1311:and 872:and 651:and 545:and 517:mean 247:and 187:sine 12370:BIC 12365:AIC 11104:doi 10941:doi 10937:132 10870:doi 10821:PMC 10813:doi 10801:101 10731:doi 10698:190 10638:doi 10616:182 10223:is 10133:A 10110:In 10099:In 10092:In 10081:In 10067:In 10052:In 9996:In 9989:of 9981:In 9963:In 9938:GPS 9608:In 9577:In 9258:If 8718:FFT 6524:to 6461:If 6332:lim 6208:lim 5799:is 5673:of 5304:In 4354:If 3525:cos 3404:cos 1198:If 1190:). 678:is 493:run 357:In 13494:: 11150:. 11118:. 11102:. 11092:60 11090:. 11086:. 11043:. 10970:. 10947:. 10935:. 10886:. 10878:. 10868:. 10858:13 10856:. 10852:. 10829:. 10819:. 10811:. 10799:. 10795:. 10751:. 10727:47 10725:. 10644:. 10636:. 10628:. 10501:^ 10483:^ 10456:^ 10418:^ 10305:. 9871:. 9661:TR 9314:A 8878:. 8576:14 8558:14 8268:14 8205:14 8132:14 7171:, 6880:. 6616:: 6157:. 5444:. 4714:. 4490:. 3937:. 3075:: 2996:. 2334:. 2148:. 1495:: 899:: 838:. 341:, 331:. 12315:G 12289:F 12281:t 12269:Z 11988:V 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9058:n 9055:( 9051:1 9046:= 9043:) 9040:k 9037:( 9028:R 9003:} 8998:n 8994:X 8989:, 8982:, 8977:2 8973:X 8968:, 8963:1 8959:X 8955:{ 8935:n 8913:) 8911:n 8907:n 8898:) 8896:t 8894:( 8892:X 8887:τ 8883:τ 8852:] 8849:) 8846:f 8843:( 8840:S 8837:[ 8828:= 8821:) 8815:( 8812:R 8805:) 8802:f 8799:( 8789:R 8785:F 8781:) 8778:f 8775:( 8770:R 8766:F 8762:= 8755:) 8752:f 8749:( 8746:S 8739:] 8736:) 8733:t 8730:( 8727:X 8724:[ 8715:= 8708:) 8705:f 8702:( 8697:R 8693:F 8672:) 8670:t 8668:( 8666:X 8657:) 8655:n 8651:n 8645:n 8620:. 8617:x 8597:) 8591:, 8588:1 8585:, 8582:1 8579:, 8573:, 8570:1 8567:, 8564:1 8561:, 8555:, 8549:( 8546:= 8541:x 8538:x 8534:R 8509:, 8506:) 8500:, 8497:1 8491:, 8488:3 8485:, 8482:2 8479:, 8476:1 8470:, 8467:3 8464:, 8461:2 8458:, 8452:( 8449:= 8446:x 8425:, 8422:2 8416:= 8413:) 8410:2 8407:( 8402:x 8399:x 8395:R 8391:= 8388:) 8385:2 8379:( 8374:x 8371:x 8367:R 8346:, 8343:3 8340:= 8337:) 8334:1 8331:( 8326:x 8323:x 8319:R 8315:= 8312:) 8309:1 8303:( 8298:x 8295:x 8291:R 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7379:1 7372:g 7351:f 7329:1 7322:g 7233:) 7230:0 7227:( 7222:f 7219:f 7215:R 7207:| 7203:) 7197:( 7192:f 7189:f 7185:R 7180:| 7146:. 7130:f 7110:) 7104:( 7094:f 7091:f 7087:R 7083:= 7080:) 7071:( 7066:f 7063:f 7059:R 7032:f 7012:) 7006:( 7001:f 6998:f 6994:R 6990:= 6987:) 6978:( 6973:f 6970:f 6966:R 6939:) 6930:( 6925:f 6922:f 6918:R 6914:= 6911:) 6905:( 6900:f 6897:f 6893:R 6856:t 6853:d 6843:) 6834:t 6831:( 6828:f 6822:) 6819:t 6816:( 6813:f 6808:T 6805:+ 6800:0 6796:t 6788:0 6784:t 6772:) 6766:( 6761:f 6758:f 6754:R 6729:t 6726:d 6716:) 6713:t 6710:( 6707:f 6701:) 6695:+ 6692:t 6689:( 6686:f 6681:T 6678:+ 6673:0 6669:t 6661:0 6657:t 6645:) 6639:( 6634:f 6631:f 6627:R 6604:T 6584:] 6581:T 6578:+ 6573:0 6569:t 6565:, 6560:0 6556:t 6552:[ 6489:T 6469:f 6424:. 6415:) 6406:n 6403:( 6400:y 6393:) 6390:n 6387:( 6384:y 6379:1 6373:N 6368:0 6365:= 6362:n 6352:N 6349:1 6336:N 6328:= 6321:) 6315:( 6310:y 6307:y 6303:R 6295:t 6290:d 6278:) 6275:t 6272:( 6269:f 6263:) 6257:+ 6254:t 6251:( 6248:f 6243:T 6238:0 6228:T 6225:1 6212:T 6204:= 6197:) 6191:( 6186:f 6183:f 6179:R 6145:n 6125:t 6095:. 6091:] 6081:) 6072:n 6069:( 6066:y 6059:) 6056:n 6053:( 6050:y 6046:[ 6039:E 6036:= 6029:) 6023:( 6018:y 6015:y 6011:R 6002:] 5992:) 5983:t 5980:( 5977:f 5971:) 5968:t 5965:( 5962:f 5958:[ 5951:E 5948:= 5941:) 5935:( 5930:f 5927:f 5923:R 5882:) 5873:n 5870:( 5867:y 5860:) 5857:n 5854:( 5851:y 5846:Z 5840:n 5832:= 5829:) 5823:( 5818:y 5815:y 5811:R 5787:) 5784:n 5781:( 5778:y 5738:R 5710:t 5690:) 5687:t 5684:( 5681:f 5651:) 5648:t 5645:( 5642:f 5616:t 5611:d 5599:) 5590:t 5587:( 5584:f 5578:) 5575:t 5572:( 5569:f 5548:= 5545:t 5540:d 5528:) 5525:t 5522:( 5519:f 5513:) 5507:+ 5504:t 5501:( 5498:f 5477:= 5474:) 5468:( 5463:f 5460:f 5456:R 5412:) 5409:t 5406:( 5403:f 5379:) 5373:( 5368:f 5365:f 5361:R 5340:) 5337:t 5334:( 5331:f 5281:H 5276:] 5271:Z 5267:[ 5261:E 5258:] 5254:Z 5250:[ 5244:E 5235:Z 5230:Z 5225:R 5221:= 5218:] 5212:H 5207:) 5203:] 5199:Z 5195:[ 5189:E 5182:Z 5178:( 5175:) 5172:] 5168:Z 5164:[ 5158:E 5151:Z 5147:( 5144:[ 5138:E 5135:= 5129:Z 5124:Z 5119:K 5095:T 5090:] 5085:X 5081:[ 5075:E 5072:] 5068:X 5064:[ 5058:E 5049:X 5044:X 5039:R 5035:= 5032:] 5026:T 5021:) 5017:] 5013:X 5009:[ 5003:E 4996:X 4992:( 4989:) 4986:] 4982:X 4978:[ 4972:E 4965:X 4961:( 4958:[ 4952:E 4949:= 4943:X 4938:X 4933:K 4900:n 4895:C 4886:a 4876:0 4869:a 4859:Z 4854:Z 4849:R 4842:H 4836:a 4812:n 4807:R 4798:a 4788:0 4781:a 4771:X 4766:X 4761:R 4754:T 4748:a 4702:] 4697:j 4693:X 4687:i 4683:X 4679:[ 4673:E 4653:) 4650:j 4647:, 4644:i 4641:( 4621:3 4615:3 4592:X 4587:X 4582:R 4558:T 4552:) 4546:3 4542:X 4538:, 4533:2 4529:X 4525:, 4520:1 4516:X 4511:( 4506:= 4502:X 4471:H 4444:. 4441:] 4435:H 4429:Z 4423:Z 4419:[ 4413:E 4401:Z 4396:Z 4391:R 4363:Z 4338:] 4329:] 4324:n 4320:X 4314:n 4310:X 4306:[ 4300:E 4290:] 4285:2 4281:X 4275:n 4271:X 4267:[ 4261:E 4256:] 4251:1 4247:X 4241:n 4237:X 4233:[ 4227:E 4192:] 4187:n 4183:X 4177:2 4173:X 4169:[ 4163:E 4153:] 4148:2 4144:X 4138:2 4134:X 4130:[ 4124:E 4119:] 4114:1 4110:X 4104:2 4100:X 4096:[ 4090:E 4080:] 4075:n 4071:X 4065:1 4061:X 4057:[ 4051:E 4041:] 4036:2 4032:X 4026:1 4022:X 4018:[ 4012:E 4007:] 4002:1 3998:X 3992:1 3988:X 3984:[ 3978:E 3972:[ 3967:= 3961:X 3956:X 3951:R 3925:n 3919:n 3892:T 3863:] 3856:T 3850:X 3844:X 3839:[ 3832:E 3820:X 3815:X 3810:R 3767:T 3762:) 3756:n 3752:X 3748:, 3742:, 3737:1 3733:X 3729:( 3726:= 3722:X 3690:X 3669:n 3663:n 3640:T 3635:) 3629:n 3625:X 3621:, 3615:, 3610:1 3606:X 3602:( 3599:= 3595:X 3560:. 3552:d 3546:) 3540:f 3534:2 3531:( 3522:) 3516:( 3508:X 3505:X 3501:R 3479:= 3476:) 3473:f 3470:( 3465:X 3462:X 3458:S 3436:f 3431:d 3425:) 3419:f 3413:2 3410:( 3401:) 3398:f 3395:( 3390:X 3387:X 3383:S 3361:= 3358:) 3352:( 3344:X 3341:X 3337:R 3308:. 3300:d 3289:f 3283:2 3280:i 3273:e 3269:) 3263:( 3255:X 3252:X 3248:R 3226:= 3223:) 3220:f 3217:( 3212:X 3209:X 3205:S 3183:f 3178:d 3167:f 3161:2 3158:i 3154:e 3150:) 3147:f 3144:( 3139:X 3136:X 3132:S 3110:= 3107:) 3101:( 3093:X 3090:X 3086:R 3057:X 3054:X 3050:S 3024:X 3021:X 3017:R 2964:0 2944:0 2941:= 2902:] 2896:2 2891:| 2882:2 2878:t 2873:X 2868:| 2863:[ 2856:E 2852:] 2846:2 2841:| 2832:1 2828:t 2823:X 2818:| 2813:[ 2806:E 2798:2 2793:| 2789:) 2784:2 2780:t 2776:, 2771:1 2767:t 2763:( 2755:X 2752:X 2748:R 2743:| 2709:) 2706:0 2703:( 2695:X 2692:X 2688:R 2667:) 2664:0 2661:( 2653:X 2650:X 2646:R 2638:| 2634:) 2628:( 2620:X 2617:X 2613:R 2608:| 2580:. 2571:) 2562:( 2554:X 2551:X 2547:R 2540:= 2537:) 2531:( 2523:X 2520:X 2516:R 2489:) 2484:1 2480:t 2476:, 2471:2 2467:t 2463:( 2455:X 2452:X 2448:R 2441:= 2438:) 2433:2 2429:t 2425:, 2420:1 2416:t 2412:( 2404:X 2401:X 2397:R 2370:X 2367:X 2363:R 2318:2 2308:] 2298:) 2287:t 2283:X 2279:( 2273:) 2259:+ 2256:t 2252:X 2248:( 2244:[ 2237:E 2231:= 2224:2 2215:) 2209:( 2201:X 2198:X 2194:K 2187:= 2184:) 2178:( 2173:X 2170:X 2132:] 2129:1 2126:, 2123:1 2117:[ 2095:X 2092:X 2065:. 2055:2 2051:t 2038:1 2034:t 2022:] 2012:) 2005:2 2001:t 1985:2 1981:t 1976:X 1972:( 1966:) 1959:1 1955:t 1939:1 1935:t 1930:X 1926:( 1922:[ 1915:E 1909:= 1899:2 1895:t 1882:1 1878:t 1867:) 1862:2 1858:t 1854:, 1849:1 1845:t 1841:( 1833:X 1830:X 1826:K 1819:= 1816:) 1811:2 1807:t 1803:, 1798:1 1794:t 1790:( 1785:X 1782:X 1737:. 1732:2 1724:= 1721:) 1718:0 1715:( 1707:X 1704:X 1700:K 1657:] 1651:t 1642:X 1631:+ 1628:t 1624:X 1619:[ 1612:E 1609:= 1605:] 1595:) 1584:t 1580:X 1576:( 1570:) 1556:+ 1553:t 1549:X 1545:( 1541:[ 1534:E 1531:= 1528:) 1522:( 1514:X 1511:X 1507:K 1475:] 1469:t 1460:X 1449:+ 1446:t 1442:X 1437:[ 1430:E 1427:= 1424:) 1418:( 1410:X 1407:X 1403:R 1374:1 1370:t 1361:2 1357:t 1353:= 1324:2 1320:t 1297:1 1293:t 1270:2 1220:} 1215:t 1211:X 1207:{ 1166:2 1162:t 1142:1 1138:t 1125:] 1117:2 1113:t 1103:X 1093:1 1089:t 1084:X 1079:[ 1072:E 1069:= 1065:] 1055:) 1048:2 1044:t 1028:2 1024:t 1019:X 1015:( 1009:) 1002:1 998:t 982:1 978:t 973:X 969:( 965:[ 958:E 955:= 952:) 947:2 943:t 939:, 934:1 930:t 926:( 918:X 915:X 911:K 885:2 881:t 858:1 854:t 814:E 790:] 782:2 778:t 768:X 758:1 754:t 749:X 744:[ 737:E 734:= 731:) 726:2 722:t 718:, 713:1 709:t 705:( 697:X 694:X 690:R 664:2 660:t 637:1 633:t 608:t 588:t 566:2 561:t 531:t 503:t 473:t 469:X 432:t 412:t 391:} 386:t 382:X 378:{ 261:g 255:f 235:f 229:g 219:f 215:f 211:f 170:e 163:t 156:v

Index

Statistics
Correlation and covariance

Autocorrelation matrix
Cross-correlation matrix
Auto-covariance matrix
Cross-covariance matrix
Autocorrelation function
Cross-correlation function
Autocovariance function
Cross-covariance function
Autocorrelation function
Cross-correlation function
Autocovariance function
Cross-covariance function
v
t
e

sine
correlogram

cross-correlation
discrete time
correlation
signal
random variable
periodic signal
noise
missing fundamental frequency

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