serial correlation
collocation in Englishmeaningsofserialandcorrelation
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serial
adjective[before noun]
uk/ˈsɪə.ri.əl/us/ˈsɪr.i.əl/
used to describe a person who repeatedly commits a similar crime or carries out a similar bad act, or the crime or ...
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correlation
noun[C or U]
uk/ˌkɒr.əˈleɪ.ʃən/us/ˌkɔːr.əˈleɪ.ʃən/
a connection or relationship between two or more facts, ...
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(Definition ofserialandcorrelationfrom theCambridge English Dictionary© Cambridge University Press)
Examplesofserial correlation
These examples are from corpora and from sources on the web. Any opinions in the examples do not represent the opinion of the Cambridge Dictionary editors or of Cambridge University Press or its licensors.
In order to control forserialcorrelationall equations were estimated with decade dummies.
From theCambridge English Corpus
However, this choice of lag length leaves a considerable amount ofserialcorrelationin the residuals.
From theCambridge English Corpus
The residuals from the estimated model exhibited noserialcorrelation.
From theCambridge English Corpus
Though not shown in the table, thisserialcorrelationappears in consumption, investment, and hours as well.
From theCambridge English Corpus
The negative correlation of investment and consumption is present even if theserialcorrelationof the intermediation shock is 0.98. 18.
From theCambridge English Corpus
It was a two-dimensional analogue of the test of significance of theserialcorrelationcoefficient in univariate time series.
From theCambridge English Corpus
It is important to test for the presence ofserialcorrelationin the univariate shocks to returns.
From theCambridge English Corpus
To summarize, our procedure for testing multivariateserialcorrelationcan be described as follows: i!
From theCambridge English Corpus
Here we see that there is substantialserialcorrelationin output of 0.67 even though the intermediation shocks are serially uncorrelated.
From theCambridge English Corpus
The estimated models are transformed, therefore, to eliminate any possibility forserialcorrelation.
From theCambridge English Corpus
In the baseline version of the model, however, there is very littleserialcorrelationin the aggregate growth rate.
From theCambridge English Corpus
Theserialcorrelationcoefficients are estimated by regressing residuals on their lagged values and a constant term.
From theCambridge English Corpus
This does, however, introduce an approximation into the models being estimated and may causeserialcorrelationin the disturbances of the linearized model.
From theCambridge English Corpus
For weakly dependent data, localization is known to (eventually) eliminateserialcorrelation, and the resulting central-limit approximations do not containserialcorrelationcorrections.
From theCambridge English Corpus
We correct forserialcorrelationwithin each equation.
From theCambridge English Corpus
In all our estimations reported below we can reject the hypothesis of second-orderserialcorrelationat conventional levels of significance.
From theCambridge English Corpus
Moreover, whilst first-orderserialcorrelationis expected, second-orderserialcorrelationindicates that the original error term is serially correlated, which renders the estimations inconsistent.
From theCambridge English Corpus
Theserialcorrelationtests indicate lack ofserialcorrelationin the error term.
From theCambridge English Corpus
The actual low-frequency asymptote of the retinal maintained activity was somewhat below this theoretical value, indicating some degree of negativeserialcorrelationbetween impulses.
From theCambridge English Corpus
The tests for firstand second-orderserialcorrelationare related to the residuals from the estimated equation.
From theCambridge English Corpus
These examples are from corpora and from sources on the web. Any opinions in the examples do not represent the opinion of the Cambridge Dictionary editors or of Cambridge University Press or its licensors.
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