Sentence examples for serial autocorrelation from inspiring English sources

Serial autocorrelation of the time series violated the GLM assumption of the independence of the error term and was corrected by a first-degree autoregressive or AR (1) model [21].

In the time series setting, Ma and Genton (2000) propose the following robust estimator of the serial autocorrelation.

Furthermore, in order to control for the serial autocorrelation we apply Prais Winsten recursive autoregression estimation [34].

Simulated datasets were tested for combinations of the following parameters: basis function, global scaling, low-pass filter, high-pass filter and autoregressive modeling of serial autocorrelation.

Based on autocorrelation function plots, the residuals of all models shown above (Eqs. 1, 2a, 2b, 3) were visually assessed for serial autocorrelation which was found to be negligible.

Among the robust cross-correlations considered, the modified version of the Ramsay-weighted serial autocorrelation suggested by Teräsvirta and Zhao (2011) provides the best resistance against outliers and the lowest bias.

Data were corrected for first-order serial autocorrelations using the AR(1) model in SPM5.

The resulting time series across each voxel were then high-pass filtered to 1/128 Hz, and serial autocorrelations were modeled as an Auto-Regressive AR(1) process.

Data were scaled to the global mean of the time series, corrected for the effects of serial autocorrelations and high-pass filtered to remove low-frequency signal drifts.

The PACF of residuals of the model was less than 0.1, indicating no serial autocorrelations in the residuals and sufficient confounder control.

Group analysis used a random effects model consisting of a 2-stage hierarchical procedure with the first-level analysis performed by using the general linear model, accounting for serial autocorrelations by application of an autoregressive model.