22. Based on the regression output in Exhibit 1, there is evidence of positive serial correlation in

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22. Based on the regression output in Exhibit 1, there is evidence of positive serial correlation in the errors in:

A. the linear trend model but not the log-linear trend model.

B. both the linear trend model and the log-linear trend model.

C. neither the linear trend model nor the log-linear trend model.

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Quantitative Investment Analysis

ISBN: 9781119743620

4th Edition

Authors: CFA Institute

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Question Posted: Oct 28, 2024 03:02 AM

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22. Based on the regression output in Exhibit 1, there is evidence of positive serial correlation in

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Quantitative Investment Analysis

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