Tim Smith has 20+ years of experience in the financial services industry, both as a writer and as a trader. Cierra Murry is an expert in banking, credit cards, investing, loans, mortgages, and real ...

The Durbin Watson statistic is a number that tests for autocorrelation in the residuals from a statistical regression analysis.

A simple approach to understanding the behaviour of the partial autocorrelation function of seasonal time series is presented, based on a partial autocorrelation pattern. This pattern, which acts as a ...

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 ...