autocorrelation

How is Autocorrelation Measured?

Autocorrelation can be measured using various statistical methods. Some common techniques include:
Moran's I: A measure of spatial autocorrelation, which evaluates the degree to which a variable is similarly distributed across different spatial units.
Partial Autocorrelation Function (PACF): Used to measure the correlation between observations at different time lags, accounting for the correlations at shorter lags.
Durbin-Watson statistic: A test used to detect the presence of autocorrelation in the residuals of a regression analysis.

Frequently asked queries:

Partnered Content Networks

Relevant Topics