Glossaria.net

Glossary Time-Series / Term

Autocorrelated Residuals

An indication that the forecasting method has not removed all of the pattern from the data when residual or error terms remain after a forecasting method has been applied. See also Autocorrelation.

Permanent link Autocorrelated Residuals - Modification date 2019-12-22 - Creation date 2019-12-22


< ARMA Glossary / Time-Series Autocorrelation >