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Some correlation properties of spatial autoregressions

Martellosio, F Some correlation properties of spatial autoregressions .

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Abstract

This paper investigates how the correlations implied by a first-order simultaneous autoregressive (SAR(1)) process are affected by the weights matrix W and the autocorrelation parameter . We provide an interpretation of the covariances between the random variables observed at two spatial units, based on a particular type of walks connecting the two units. The interpretation serves to explain a number of correlation properties of SAR(1) models, and clarifies why it is impossible to control the correlations through the specification of W.

Item Type: Other
Authors :
NameEmailORCID
Martellosio, Ff.martellosio@surrey.ac.ukUNSPECIFIED
Uncontrolled Keywords : C50, C21, simultaneous autoregressions, spatial autocorrelation, spatial weights matrices, walks in graphs
Depositing User : Symplectic Elements
Date Deposited : 16 May 2017 15:14
Last Modified : 17 May 2017 14:33
URI: http://epubs.surrey.ac.uk/id/eprint/818248

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