autocorrelations in Arabic

Autocorrelations ترابطات تلقائية

Sentence patterns related to "autocorrelations"

1. Clearly there are significant Autocorrelations

2. Autocorrelations should be near-zero for randomness

3. If random, Autocorrelations should be near zero for any and all time-lag separations.

4. Even on a fast machine, this will take much longer than the Autocorrelations.

5. Write a Pandas program to compute the Autocorrelations of a given numeric series

6. Does it reject the null hypothesis of zero Autocorrelations at the .05 significance level?

7. Be careful about requesting partial Autocorrelations to a high number of lags (over 24)

8. Moreover, despite the frequent use of a treadmill in research and in rehabilitation, the presence of such Autocorrelations was nearly

9. When the autocorrelation is used to identify an appropriate time series model, the Autocorrelations are

10. Use the acf function to find the Autocorrelations in the aapl_prices_ts with 1 to 10 time lags

11. Put another way, the number of non-zero partial Autocorrelations gives the order of the AR model

12. The inverse Autocorrelations were introduced by Cleveland (Cleveland 1972) and are important in ARIMA model identification and estimation

13. The phrase “shuts off” means that in theory the partial Autocorrelations are equal to 0 beyond that point

14. Displaying partial Autocorrelations requires the solution of a system of equations whose size grows with the number of lags

15. What are the mean and variance of the return series re? Compute the lag-1 and lag-2 Autocorrelations of

16. Non-stationary Autocorrelations can be modelled by using non-Toeplitz forms for the bases that allow the elements in the diagonals of Q i (1) to vary over observations

17. The presence of long-range Autocorrelations among these fluctuations has already been highly suggested for subjects walking on level ground, but the mathematical methods used among studies are variable

18. Sample Autocorrelations for a time series {–250 x, … , –1 x, 0 x} are calculated for lags k = 1 through 3 as 0.085, –0.027 and 0.109.Apply the Ljung and Box test

19. In Autocorrelations View, the series chart plots autocorrelation coefficients at different lags for the selected series (three greatest lags are plotted with darker bars); seasonality is indicated by strong lags at certain time periods

20. If the series is not based upon the results of ARIMA estimation, then under the null hypothesis, Q is asymptotically distributed as a with degrees of freedom equal to the number of Autocorrelations

21. In the Autocorrelations dialog box that opens, select from the list of variables on the left the variable you wish to examine, which in this case is Oats Yield per Acre (named oatsyield)

22. Partial Autocorrelations may be estimated by successively fitting autoregressive processes of orders 1, 2, 3, … by least squares and picking out the estimates ɸ 11, ɸ 22 … of the last coefficient fitted at each stage

23. The estimates of the inverse Autocorrelations are used to assist in identifying a parsimonious, moving-average, autoregressive model for the series and to provide rough initial estimates of the parameters for an iterative search for the maximum of the likelihood function.