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The pattern exhibited by the correlogram plot indicates that the data under analysis is stationary.
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Both methods detect a true TWT by reprocessing the correlograms obtained by the MC method.
The correlogram displays a character-based plot of the Autocorrelations, Partial autocorrelations and the Portmanteau (Q) statistics of the difference in log price of GOLDMAN SACHS GETF Fig. 8 Correlogram of KOTAK GETF.
The correlogram displays a character-based plot of the Autocorrelations, Partial autocorrelations and the Portmanteau (Q) statistics of the difference in log price of KOTAK GETF Fig. 9 Correlogram of R*SHARES GETF.
The correlogram displays a character-based plot of the Autocorrelations, Partial autocorrelations and the Portmanteau (Q) statistics of the difference in log price of R*SHARES GETF Fig. 10 Correlogram of UTI GETF.
The correlogram displays a character-based plot of the Autocorrelations, Partial autocorrelations and the Portmanteau (Q) statistics of the difference in log price of SBI GETF Fig. 7 Correlogram of GOLDMAN SACHS GETF.
The correlogram displays a character-based plot of the Autocorrelations, Partial autocorrelations and the Portmanteau (Q) statistics of the difference in log price of UTI GETF.
Unlike for a non-stationary process, the patterns, that is, the length of the autocorrelations or serial correlations plotted in the correlogram die away rather quickly for a stationary process.
A spatial autocorrelation coefficient, named Moran's I, is plotted in the correlogram for increasing distance classes [ 75].
We verified this by creating pasteups of the correlogram and found that the amplitude and peak splitting of correlograms varies depending on not only the water depth of the sites but also the incident angle of the transmitted signal, i.e., the relative spatial geometry between the ship and the transponder.
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