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Antwort: st: Arbitrary serial correlation in the error term


From   Justina Fischer <JFischer@diw.de>
To   statalist@hsphsun2.harvard.edu
Subject   Antwort: st: Arbitrary serial correlation in the error term
Date   Thu, 30 Dec 2010 10:13:24 +0100

one interpretation is that you do not specify the time-lag of the serial correlation, leaving it open whether the process is AR(1), AR(2), AR(3)....etc
Justina


-----owner-statalist@hsphsun2.harvard.edu schrieb: -----

An: statalist@hsphsun2.harvard.edu
Von: Ari Dothan <ari.dothan@gmail.com>
Gesendet von: owner-statalist@hsphsun2.harvard.edu
Datum: 30.12.2010 10:05AM
Thema: st: Arbitrary serial correlation in the error term

Hi Statalisters,
Can somebody give  a definition of  "arbitrary" serial correlation? Is
it related in any way to AR(1), MA(1)? How?
Thanks
--
Ari Dothan
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