Anti Persistence


 

Home
Site Map
Add Term
Search
About Us
Contributors

Anti Persistence

In R/S Analysis, an anti-persistent time series reverses itself more often than a random series would. If the system had been up in the previous period, it is more likely that it will be down in the next period and vice versa. Also called pink noise, or 1/f noise. See: Persistence, R/S Analysis, Hurst Exponent, Joseph Effect, Noah Effect.



Anti Persistence

Similar Matches

Price persistence

Price persistence

Related: Relative strength




 
All rights Reserved. Do not copy without permission. T4 Innovations Ltd