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Anti-Persistence

Definition: [crh] In R/S Analysis, an anti-persistent time series reverses itself more often than a random series would. If the system had been up iDefinition: n 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.

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