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- Topic: How can you tell between seasonality and serial correlation in AR
| Author | Topic: How can you tell between seasonality and serial correlation in AR |
|---|---|
| sg2006 @2014-05-25 14:02:25 |
They seem similar to except that the in seasonality the nth auto correlation is significant. In quarterly date if the 2nd and 4th lag is autocorrelated do we say serially correlated or displays seasonality? |
CFA Discussion Topic: How can you tell between seasonality and serial correlation in AR
I passed! I did not get a chance to tell you before the exam - but your site was excellent. I will definitely take it next year for Level II.
