Based on a large number of Monte Carlo simulation experiments on a regular lattice, we compare the properties of Moran’s 1 and Lagrange multiplier tests for spatial dependence, that is, for both spatial error autocorrelation and for a spatially lagged dependent variable. We consider both bias and power of the tests for six sample sizes, ranging from twenty-five to 225 observations, for differen...

This simulation study examined the performance of the curve-of-factors model (COFM) when autocorrelation and growth processes were present in the first-level factor structure. In addition to the standard curve-of factors growth model, two new models were examined: one COFM that included a first-order autoregressive autocorrelation parameter, and a second model that included first-order autoregr...

The modified autoregressive (mAR) index describes the clustering of shots of similar duration in a motion picture. In this paper we derive robust estimates of the mAR index for high grossing films at the US box office using a rank-based autocorrelation function resistant to the influence of outliers and compare this to estimates obtained using the classical, moment-based autocorrelation functio...

TES (Transform-Expand-Sample) is a versatile class of stationary stochastic processes which can model arbitrary marginals, a wide variety of autocorrelation functions, and a broad range of sample path behaviors. The TES modeling methodology aims to simultaneously capture the empirical marginal distribution (histogram) and autocorrelation function of empirical time series, assuming only that the...

Most of economic and financial time series have a nonstationary behavior. There are different types of nonstationary processes, such as those with stochastic trend and those with deterministic trend. In practice, it can be quite difficult to distinguish between the two processes. In this paper, we compare random walk and determinist trend processes using sample autocorrelation, sample partial a...

this paper  considersthe problem of  aliasing in information processing. the cubic spline method of interpolating the uniformly sampled signals and its effects on the autocorrelation estimation as well as the resulting spectral density function are studied by simulating random signals with known autocorrelation functions. hence, by comparison of aliased and alias-free cases, indications are ded...

We present the two-point correlation function (2PCF) of narrow-line active galactic nuclei (AGNs) selected within the First Data Release of the Sloan Digital Sky Survey. Using a sample of 13,605 AGNs in the redshift range , we find that the AGN autocorrelation function is consistent with the observed galaxy 0.055 ! z ! 0.2 autocorrelation function on scales from 0.2 to greater than 100 h 1 Mpc....

A method of calculating an autocorrelation function with extremely narrow peaks is described. This is done by including terms in the autocorrelation expression corresponding to delays at 2 tau, 3 tau, etc., in addition to the usual term with delay tau. Implications in the frequency domain are explored. Graphs of this autocorrelation function for a number of violin sound samples, including a two...