File:Correlogram example.png

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Correlogram_example.png (637 × 495 pixels, file size: 46 KB, MIME type: image/png)

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Summary

Description
English: Correlogram example from 400-point sample of a first-order autoregressive process with 0.75 correlation of adjacent points, along with the 95% confidence intervals (plotted about the correlation estimates in black and about zero in red), calculated via the formulae in en:Correlogram#Statistical_inference_with_correlograms. The dashed blue line shows the actual autocorrelation function of the sampled process.
Date
Source Own work
Author Dicklyon

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Captions

Correlogram example from 400-point sample of a first-order autoregressive process with 0.75 correlation of adjacent points, along with the 95% confidence intervals

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6 October 2021

46,911 byte

495 pixel

637 pixel

19886a88e3396ec8cc970af2f799693d473a79cc

File history

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Date/TimeThumbnailDimensionsUserComment
current01:34, 28 November 2024Thumbnail for version as of 01:34, 28 November 2024637 × 495 (46 KB)wikimediacommons>DicklyonAgain with better y ticks, slightly reduced y range, randomly

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