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CORRELATION SERIELLE [1 record]

Filter results by subject field Alphabetical list of terms

Filter results by subject field

Alphabetical list of terms

Record 1 2022-03-09

English

Subject field(s)
  • Statistical Methods
CONT

Serial correlation is the relationship between a given variable and a lagged version of itself over various time intervals. It measures the relationship between a variable's current value given its past values.

OBS

The term "serial correlation" is often used synonymously with autocorrelation, which refers to the more general case of correlation with self and may either be over time, as when the president's approval rating today is correlated with is approval rating yesterday (serial correlation), or across space, as when gang membership is correlated with physical distance of residence from an inner city (spatial correlation).

French

Domaine(s)
  • Méthodes statistiques

Spanish

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