the condition occurring when successive items in a series are correlated so that their covariance is not zero and they are not independent
Also called: serial correlation
Examples of 'serial correlation' in a sentence
serial correlation
No significant serial correlation and no trend were detected in both series.
Gabriel Constantino Blain 2014, 'Extreme value theory applied to the standardized precipitation index - doi:10.4025/actascitechnol.v36i1.17475', Acta Scientiarum: Technologyhttp://186.233.154.254/ojs/index.php/ActaSciTechnol/article/view/17475. Retrieved from DOAJ CC BY 4.0 (https://creativecommons.org/licenses/by-sa/4.0/legalcode)
This paper develops two new statistics for testing serial correlation of residuals from least squares regression based on spatial samples.
Yanguang Chen 2016, 'Spatial Autocorrelation Approaches to Testing Residuals from Least Squares Regression.',PLoS ONEhttp://europepmc.org/articles/PMC4723244?pdf=render. Retrieved from PLOS CC BY 4.0 (https://creativecommons.org/licenses/by-sa/4.0/legalcode)
As a secondary aim, the presence of climate trends and serial correlation in these series was also evaluated.
Gabriel C. Blain, Monica C. Meschiatti 2014, 'Using multi-parameters distributions to assess the probability of occurrence of extremerainfall data', Revista Brasileira de Engenharia Agrícola e Ambiental - Agriambihttp://www.scielo.br/scielo.php?script=sci_arttext&pid=S1415-43662014000300010&lng=en&tlng=en. Retrieved from DOAJ CC BY 4.0 (https://creativecommons.org/licenses/by-sa/4.0/legalcode)
It finds that existing tests for cross-sectional correlation encounter size distortions with serial correlation in the errors.
Badi H. Baltagi, Chihwa Kao, Bin Peng 2016, 'Testing Cross-Sectional Correlation in Large Panel Data Models with Serial Correlation',Econometricshttp://www.mdpi.com/2225-1146/4/4/44. Retrieved from DOAJ CC BY 4.0 (https://creativecommons.org/licenses/by-sa/4.0/legalcode)
The proposed model considers the serial correlation of observations, the unbalanced panel-data structure, and dominating zeroes.
Feng Chen, Xiaoxiang Ma, Suren Chen, Lin Yang 2016, 'Crash Frequency Analysis Using Hurdle Models with Random Effects Considering Short-TermPanel Data', International Journal of Environmental Research and Public Healthhttp://www.mdpi.com/1660-4601/13/11/1043. Retrieved from DOAJ CC BY 4.0 (https://creativecommons.org/licenses/by-sa/4.0/legalcode)