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Serial dependence : ウィキペディア英語版
Serial dependence
In statistics and signal processing, random variables in a time series have serial dependence if the value at some time ''t'' in the series is statistically dependent on the value at another time ''s''. A series is serially independent if there is no dependence between any pair.
Similarly, a time series has serial correlation if the condition holds that some pair of values are correlated, rather than the condition of statistical dependence: see autocorrelation.
If a time series is stationary, then statistical dependence between the pair (''Xt , Xs'') would imply that there is statistical dependence between all pairs of values at the same lag ''s''−''t''.
==References==


抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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