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CORRELATION DIAGRAM [1 record]

Record 1 1999-09-23

English

Subject field(s)
  • Statistical Methods
DEF

A graph of the serial correlation within a time series plotted as a function of the time lag between observations.

OBS

for "correlation diagram" : [The] term [correlogram] was introduced by Wold in 1938 but the diagram was earlier used by Yule, who called it a "correlation diagram".

French

Domaine(s)
  • Méthodes statistiques

Spanish

Campo(s) temático(s)
  • Métodos estadísticos
DEF

En análisis de series temporales, el gráfico del coeficiente de correlación serial de orden k como ordenada, tomando como abcisa los valores de k.

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