When we were fitting ARMA models to the data, we first looked at the sample autocovariance or autocorrelation function and we then tried to find the ARMA model whose theoretical acf matched with the sample acf. Now the sample autocovariance function is a nonparametric estimate of the theoretical autocovariance function of the process. In other words, we first estimated γ(h) nonparametrically by...

warp and weft spacing and its coefficient of variation affect the physical properties of fabrics such as fabric hand, frictional and mechanical properties. in this paper the weft and warp spacing and its coefficient of variation for plain weave is calculated using fourier transforms. different methods have been used in this work including autocorrelation function. first, two dimensional power s...

TES (Transform-Expand-Sample) is a versatile class of random sequences defined via an autoregressive scheme with modulo-1 reduction and additional transformations. The scope of TES encompasses a wide variety of sample path behaviors, which in turn give rise to autocorrelation functions with diverse functional forms — monotone, oscillatory, alternating and others. TES sequences are readily gener...

Several spatial econometric approaches are available to model spatially correlated disturbances in count models, but there are at present no structurally consistent count models incorporating spatial lag autocorrelation. A two-step, limited information maximum likelihood estimator is proposed to fill this gap. The estimator is developed assuming a Poisson distribution, but can be extended to ot...

The autocorrelation function and similarly the Fourier-power spectrum of a rotation measure (RM) map of an extended background radio source can be used to measure components of the magnetic autocorrelation and power-spectrum tensor within a foreground Faraday screen. It is possible to reconstruct the full non-helical part of this tensor in the case of an isotropic magnetic field distribution st...