R for Everyone: Advanced Analytics and Graphics

Appendix B. Glossary

ACF

See autocovariance function

AIC

See Akaike Information Criterion

AICC

See Akaike Information Criterion Corrected

Akaike Information Criterion

Measure of model fit quality that penalizes model complexity

Akaike Information Criterion Corrected

Version of AIC with greater penalty for model complexity

Analysis of variance

See ANOVA

Andersen-Gill

Survival analysis for modeling time to multiple events

ANOVA

Test for comparing the means of multiple groups; the test can only detect if there is a difference between any two groups, it cannot tell which ones are different from which others

Ansari-Bradley test

Nonparametric test for the equality of variances between two groups

AR

See autoregressive

ARIMA

Like an ARMA model but it ...