In a regression of stock prices on revenue data, where all data is time series data, the assumption of no autocorrelatio

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In a regression of stock prices on revenue data, where all data is time series data, the assumption of no autocorrelatio

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In A Regression Of Stock Prices On Revenue Data Where All Data Is Time Series Data The Assumption Of No Autocorrelatio 1
In A Regression Of Stock Prices On Revenue Data Where All Data Is Time Series Data The Assumption Of No Autocorrelatio 1 (170.24 KiB) Viewed 86 times
In a regression of stock prices on revenue data, where all data is time series data, the assumption of no autocorrelation in regression modelling is violated when The variance of this week's error is larger than the variance of last week's error. This week's stock price is correlated with last week's stock price. This week's error term is correlated with last week's error term. The variance of this week's stock price is larger than the variance of last week's stock price.
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