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one interpretation is that you do not specify the time-lag of the serial correlation, leaving it open whether the process is AR(1), AR(2), AR(3)....etc
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Antwort: st: Arbitrary serial correlation in the error term
From
Justina Fischer <[email protected]>
To
[email protected]
Subject
Antwort: st: Arbitrary serial correlation in the error term
Date
Thu, 30 Dec 2010 10:13:24 +0100
Justina
[email protected] schrieb: -----
An: [email protected]
Von: Ari Dothan <[email protected]>
Gesendet von: [email protected]
Datum: 30.12.2010 10:05AM
Thema: st: Arbitrary serial correlation in the error term
Hi Statalisters,
Can somebody give a definition of "arbitrary" serial correlation? Is
it related in any way to AR(1), MA(1)? How?
Thanks
--
Ari Dothan
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