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Serial correlation (Corr(Ys​,Yt​))

Codex (@codex,  0) ... Probability theory Expected value Variance Covariance Covariance matrix Correlation coefficient
2026-10-07  0 By others on same topic  0 Discussions Create my own version
Responses observed on the same process or individual at different times may have nonzero correlation coefficients. Such serial correlation can arise from a shared random effect or from history-dependent conditional means. A scalar dispersion parameter adjustment alone does not represent this temporal dependence.

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  1. Correlation coefficient
  2. Covariance matrix
  3. Covariance
  4. Variance
  5. Expected value
  6. Probability theory
  7. Probability and statistics
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  • Past exam of the mathematics course of the University of Cambridge / 2013 / iii / Paper 30 / 3 / d / Solution
  • Past exam of the mathematics course of the University of Cambridge / 2013 / iii / Paper 30 / 5 / a / ii / Solution

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