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The major causes of Autocorelation existance are
1. Mis-specification of the econometrics model (specification Error)
2. omitting an important variable
3. Natural Phenomenan
4. Lags Variables (Lags variables also create auto-correlation problem)
5. incorrect funtional relationships between variables {explained and explanatory(s)}
6. Data Manipulation
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What are the postnatal causes?
i dont actually know what the causes are
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Yes, they are the same.
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Who makes the best earphones?
Unfortunately, there are also some problems with the use of the autocorrelation. Voiced speech is not exactly periodic, which makes the maximum lower than we would expect from a periodic signal. Generally, a maximum is detected by checking the autocorrelation
Determine autocorrelation function of yx2?
y - x = 2 y= -2x + 1
Consequences of autocorrelation?
The answer will depend on the level of statistical knowledge that you have and, unfortunately, we do not know that. The regression model is based on the assumption that the residuals [or errors] are independent and this is not true if autocorrelation is present. A simple solution is to use moving averages (MA). Other models, such as the autoregressive model (AR) or autoregressive integrated moving average model (ARIMA) can be used. Statistical software packages will include tests for the existence of autocorrelation and also applying one or more of these models to the data.
Which is the best book to study autocorrelation?
As far as I know: "Time Series Analysis and Its Applications" first chapter
Why for a random series the autocorrelation between two observation is close to zero?
A non-zero autocorrelation implies that any element in the sequence is affected by earlier values in the sequence. That, clearly violates the basic concept of randomness - where it is required that what went before has no effect WHATSOEVER in what comes next.
What has the author E W Savi written?
N. E. Savin has written: 'Testing for autocorrelation with missing observations' -- subject(s): Autocorrelation (Statistics), Missing observations (Statistics), Time-series analysis 'Estimation and testing for functional form and autocorrelation' -- subject(s): Autocorrelation (Statistics), Estimation theory, Time-series analysis
What is durbin-Watson?
Durbin-Watson is a statistic that is used in regression analysis. Its main goal is to notate autocorrelation presences in prediction errors.
What is an autocorrelator?
An autocorrelator is a device which modifies a signal with a delayed copy of itself in order to detect any periodic signal hidden in the noise.
What is heteroscedasticity and autocorrelation of the error term?
A sequence of variables in which each variable has a different variance. Heteroscedastics may be used to measure the margin of the error between predicted and actual data.
