Autocorrelation Click to edit Master subtitle style 11 What is Autocorrelation? • One of the important assumptions of CLRM is absence of autocorrelation/serial correlation…

AN ECONOMIC ANALYSIS OF FACTORS AFFECTING SOUTH AFRICAN EQUITY RETURNS By JUSTIN BEUKES Submitted in partial fulfilment of the requirements for the degree of Baccalaureus…

Slide 1 1 Chapter 6 Autocorrelation Slide 2 2 What is in this Chapter? How do we detect this problem? What are the consequences? What are the solutions? Slide 3 3 What is…

Chapter 6 Autocorrelation What is in this Chapter? How do we detect this problem? What are the consequences? What are the solutions? What is in this Chapter? Regarding the…

Chapter 6 Autocorrelation What is in this Chapter? How do we detect this problem? What are the consequences? What are the solutions? What is in this Chapter? Regarding the…

Chapter 6 Autocorrelation What is in this Chapter? How do we detect this problem? What are the consequences? What are the solutions? What is in this Chapter? Regarding the…