Question: Match each definition on the left with its mathematical expression on the right. Autocorrelation of adjacent residuals (a) Y 10 , Y 11 , Y
Match each definition on the left with its mathematical expression on the right.
Autocorrelation of adjacent residuals
(a) Y10, Y11, Y12, Y13, Y14
(b) b0 + b1 t
(c) b0 + β1 Yt-1 + β 2 Yt-2 + β3 Yt-3
(d) Yt - Yt-1
(e) b0 + b1 Yt-1
(f) 2{1 – corr(et, et-1)}
(g) w St-1 + (1 – w) Yt
(h) corr(et, et-1)
(i) Yt-1
(j) b0 + b1 t + b2 t2 + b3 t3 + b4 t4
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