FT MarketWatch

Serial correlation

The Correlation of a variable with itself over successive time Intervals. Technical analysts use serial Correlation to determine how well the past price of a security predicts the future price. also called Autocorrelation.

Related Terms: 11 Analyst, Autocorrelation, Call, Correlation, ECU, Intervals, ITS, SEC, Serial correlation, Term, Technical analyst
Other Related Pages: Category: Technical_Analysis Starting With: S
Additional Related Terms: Accrual of discount, Agency security, Amortization of premium, Asked price, Asking price, Asset-backed security, At par, All or any part, Analyst, At best