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When stock returns exhibit positive serial correlation, this means that __________ returns tend to follow ___________ returns.A. positive; positiveB. positive; negativeC. negative; positiveD. positive;
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Dec 1, 2020
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When stock returns exhibit positive serial correlation, this means that __________ returns tend to follow ___________ returns.A. positive; positiveB. positive; negativeC. negative; positiveD. positive; zero
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Answer:
A. positive; positive
Step-by-step explanation:
This is also called the autocorrelation, where the error terms in a series are transferred from one period to another The positive serial autocorrelation is an error that carries a positive error forwards, while a negative correlation s an error that carrier the negative error forwards.
Testing an autocorrelation can be done through the plotting of residuals on a graph, with one side along the zero lines. The serial correlation can be in the linear form and can be shown by the regression coefficient standard error.
Most of them are used for quantitative analysis.
Tengiz
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Dec 5, 2020
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