| 单词 | autocorrelation |
| 释义 | autocorrelation A measure of the relation between the value of any item in a stationary time series and those coming before or after it. First-order autocorrelation refers to the relation of each item to those immediately before or after. Suppose that the data are xt, xt+1, xt+2, etc, where t represents time. If the series is stationary, replace each xt by its deviation from the average value of the series; if the series is trended, replace each xt by the deviation from its trend value. Denote these deviations zt, zt+1, zt+2 etc. The value of zt zt+1 is found for each t. If the expected value of this product is zero, there is no first-order autocorrelation; the successive observations are independent. If the expected value of zt zt+1 is not zero, the series has positive or negative first-order autocorrelation. The existence of second-order or higher-order autocorrelation is measured by taking the expected values of zt zt+2, zt zt+3, etc. Positive autcorrelation means that deviations from equilibrium tend to persist from period to period; negative autocorrelation means that deviations from equilibrium tend to be reversed. Many economic time series, such as unemployment or the inflation rate, show positive autocorrelation. |
| 随便看 |
|
英汉经管词典收录了3426条经济管理类英汉双解词条，基本涵盖了经济学、管理学、金融学、会计学、证券期货、商务活动等领域的常用英语单词及短语词组的翻译及用法，是学习及工作的有利工具。