SOME THEOREMS ON TIME SERIES .2. THE SIGNIFICANCE OF THE SERIAL CORRELATION COEFFICIENT
成果类型：
Article
署名作者：
MORAN, PAP
刊物名称：
BIOMETRIKA
ISSN/ISSBN：
0006-3444
DOI：
10.1093/biomet/35.3-4.255
发表日期：
1948
页码：
255260
关键词：
摘要：
Exact values of the first 3 moments are obtained for the serial coeff., [image] and for the cyclical coeff., [image] with Xn+1 taken equal to Xi, under the assumption that the Xi are actually uncorrelated and have the same normal distribution. In the case that the mean of the time series is known as well, the definitions of the 2 coeffs. are modified in an obvious manner and the first four moments of each is given. Some mention is made of the serial coeff. when s units separate paired measurements in the series.
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