Correlogram

Correlogram
A numerical and graphical display of the test statistics of an autocorrelation diagnostic routine.
Cost Basis
The cost of a given share or group of stock shares.

Figure 2: Correlogram of banks’ quoting and standardised residuals from DACP models This figure presents the correlogram of banks activity and of standardised residuals from DACP models.

Correlogram: A measure of spatial dependence (correlation) of a regionalized variable over some distance.
Cost Basis: The cost of a given share or group of stock shares.

See also: Exchange, Index, Model, Property, Frequency