Suppose data has been collected and it is known the serial correlation is AR(1) with some fixed a. If samples were taken twice as often, the model would still be AR(1), how would a change?...


Suppose data has been collected and it is known the serial correlation is AR(1) with some fixed a. If samples were taken twice as often, the model would still be AR(1), how would a change? (Challenging). Is there any way the model might not be AR(1) with greater sampling rates?



May 05, 2022
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