What is (p) th-order autocorrelation? How does it help in formulating an autoregressive model of trend fitting
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What is \(p\) th-order autocorrelation? How does it help in formulating an autoregressive model of trend fitting and forecasting?
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The pthorder autocorrelation often denoted as rp represents the correlation between a series and its ...View the full answer
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Public Finance An International Perspective
ISBN: 9789814365048
1st Edition
Authors: Joshua E. Greene
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