This is a preview. Log in through your library . Abstract Two tests for differences in the lag 1 autocorrelation coefficient based on jackknife estimates are proposed. These tests are developed for ...
This article presents estimates of the power of four tests for the independence of the disturbances from linear regression models with two sets of alternative hypotheses-second-order autoregressive ...
Autocorrelation, a statistical measure that evaluates the relationship between a variable’s past and present values, can provide insights into patterns and guide investment decisions. By analyzing how ...