Questions tagged [autocorrelation]
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can someone help to interpret ACF and PACF graph?
can someone help to interpret ACF and PACF graph?
in the graphs, I don't see any decay. am I right about that assumption
other than that what can I comment about both?
the data plotted is squared ...
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Testing for serial correlation with General Regressors
This is from Introductory Econometrics (Wooldridge) 5th Edition page 420.
Consider:
$$y_t =\beta_0 +\beta_1 x_{1t}+\beta_2 x_{2t}+...+\beta_k x_{kt}+u_t$$
where $Cov(u_t, x_{jt})=0$ for all $j$ but ...
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