Definitions
from Wiktionary, Creative Commons Attribution/Share-Alike License.
- noun Plural form of
autocorrelation .
Etymologies
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Examples
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We have shown that the method used to compute certain statistics, such as autocorrelations, can lead to seriously biased results.
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Nearly significant partial autocorrelations appear at other lags.
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Maybe you will discover mid-frequency 5-10 yr cycles in stratospheric ozone that account for the observed 5-10 yr partial autocorrelations in hurricane frequency?
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In figure 1, alternative sun spot cycles are multiplied by -1, and it is this modified series that the authors claim fits with climate though autocorrelations are not considered.
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On the other hand, we show that the regression residuals from the linear detrending of a random walk series would contain large positive autocorrelations in the first few lags.
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Most modern random number generators have extremely low autocorrelations, with a repetition rate measured in years, sometimes centuries or more.
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⠠ The station errors have large autocorrelations in time, but no correlation in space, and the grid-box sampling errors have little correlation in either space or time, so these two error components are small for global and large-scale averages.
Statistics of Record-Breaking Temperatures « Climate Audit 2007
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However, your question — and the whole silly RC debacle regarding Ritson/Mann and computing the ACF correctly — touches on an important topic that Steve has written about in the past: There exist rich classes of stationary stochastic processes that provide amazingly realistic models of natural variability and exhibit lag-one autocorrelations at or near 0.
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There he cites the use of a 1,3,4,3,1 filter, which will be problematic if the lag-5 autocorrelations are significant.
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If my feeling for the statistics is correct, the main difference is that you get a better RE score even if the agreement between the datasets follows from slow autocorrelations.
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