Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

Q: Should I compare the auto-correlations to their corresponding critical values to have a cut-off for convergence? #15

Closed
hanneoberman opened this issue Dec 11, 2019 · 1 comment
Closed

Q: Should I compare the auto-correlations to their corresponding critical values to have a cut-off for convergence? #15

hanneoberman opened this issue Dec 11, 2019 · 1 comment

Comments

@hanneoberman
Copy link
Member

See this part of the theoretical background:

The magnitude of the AC can be interpreted qualitatively or quantitatively. Quantitative evaluation of the AC entails comparing the observed ACs to the critical values of a two-tailed 95% confidence interval, divided by the square root of the number of iterations.
@hanneoberman
Copy link
Member Author

Wald test op basis van empirische delen. Dan toets je of AC nul is of niet. Dan hebben we een diagnostic om te flaggen wanneer ac te groot is. Niet voor nu!

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Assignees
No one assigned
Labels
None yet
Projects
None yet
Milestone
No milestone
Development

No branches or pull requests
2 participants
@gerkovink @hanneoberman