Some aspects of the time correlation problem in regard to tests of significance
Some aspects of the time correlation problem in regard to tests of significance
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DOI：
10.2307/2342284
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发表时间：
1935-01-01
影响因子：
--
通讯作者：
Bartlett, MS
中科院分区：
文献类型：
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作者：
Bartlett, MS
相关系数显著性的普通检验假设连续的观测值是独立的。这一假设在时间序列中往往不成立。如果相关的两个序列中的任何一个是随机的，则通常的检验是有效的;否则，它将承认不应该是显著相关的。过分迎合潮流是不明智的。如果一个系列很复杂，最好将其分成几个部分，并分别将趋势拟合到每个部分。变量差分法效率较低。
The ordinary test of significance of the correlation coefficient assumes that successive observations are independent. This assumption is often not fulfilled in time series. If either of the 2 series correlated is random the usual test is valid; otherwise it will admit as significant correlations that should not be. It is unwise to fit trends of too high order. If a series is complicated, it is better to split it into parts and fit trends to each part separately. The variate difference method is rather inefficient.