Table 1.
False-positive rate (probability) for the statistical test of correlation in a time series characterized by computer simulations. The statistics were obtained from 10,000 simulations of independently identically distributed Gaussian random variables for X and Poisson random variables for Y. The parameters used to generate the simulated data are the same as those used to generate Fig. 2.
N = 200 | N = 400 | N = 800 | N = 1600 | N = 3200 | |
---|---|---|---|---|---|
1 × σxy | 0.32 | 0.32 | 0.32 | 0.32 | 0.31 |
1.64 × σxy | 0.10 | 0.10 | 0.10 | 0.10 | 0.10 |
1.96 × σxy | 0.05 | 0.05 | 0.05 | 0.05 | 0.05 |