By Terence C. Mills (auth.)
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Extra resources for A Very British Affair: Six Britons and the Development of Time Series Analysis During the 20th Century
4], and quite slightly to decrease the maximum correlation attainable; it is not until the sampleinterval becomes as large as half a period, or thereabouts, that the contours of the curve round off and the maximum undergoes a rather sudden drop. , page 8) Yule then used these curves to construct the frequency distribution of the correlation coefficient for a given value of 2h/n. 6 and led Yule to conclude that the3 answer to our question, how the distribution of isolated frequencies at +1 and −1 closes up to the distribution of an isolated clump of frequency at zero, is then that the distribution first of all becomes a U-shaped distribution, with limits not far from +1 and −1, and that these limits, at first gradually and then more rapidly, close in on zero; but the distribution always remains U-shaped, and values of the correlation as far as possible removed from the true value (zero) always remain the most frequent.
2], the correlations are much higher, and again they are not symmetrical with respect to the two ends of the sample. But the magnitude of the correlations is now very high. 991. 990]. The tendency of the sample to ‘tilt’ as a whole becomes now very clearly marked, so clear that it becomes quite evident on forming even a few experimental samples in this way. d. 4 and, as should be expected, these show an appropriate degree of conformity, with the experimental results being very close to their expectations.
D. 81 +1 product of their respective standard deviations. 3. The correlations of terms adjacent to each other at either end of the sample are high and positive, but terms at opposite ends have moderately high and negative correlations. , page 18; italics in original). 4 Deviations from the mean of the sample in samples of 10 terms from a series with random differences, averaging separately samples in which (a) first deviation is +, (b) first deviation is −, (c) last deviation is +, (d) last deviation is −.