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Property of time series
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Think about the examples of time series in the problem Definition of time series" above. Which of the following statements are true for these time series examples?
and are copies of the same random variable.
and are independent.
and are independent.
The time interval that elapsed between the observations of and were collected is the same as the time interval that elapsed between observing realizations of and
and are necessarily correlated.
and are possibly correlated.
and are likely to be stronger correlated than and
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