The autocorrelation, partial and inverse autocorrelation functions described in the preceding sections help when you want to model a series as a function of its past values and past random errors.

Almost every day you can find in media commentary that XYZ is causing stocks to fall (or rise). Such definitive statements are common—but what’s almost always missing is statistical proof. And if you ...

This is a preview. Log in through your library . Abstract The pair correlation function is a fundamental spatial point process characteristic that, given the intensity function, determines second ...