The most common form of autocorrelation is positive autocorrelation, in which: a. large observations tend to follow large observations and small observations tend to follow small observations b. large observations tend to follow both large and small observations c. large observations tend to follow small observations and small observations tend to follow large observations d. small observations tend to follow both large and small observations

Question

Tiana Kidd

Mathematics

24 December, 01:14

The most common form of autocorrelation is positive autocorrelation, in which: a. large observations tend to follow large observations and small observations tend to follow small observations b. large observations tend to follow both large and small observations c. large observations tend to follow small observations and small observations tend to follow large observations d. small observations tend to follow both large and small observations

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Answers (1)

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Quentin Dixon · Answer 1

A. large observations tend to follow large observations and small observations tend to follow small observations

Step-by-step explanation:

Autocorrelation refers to the degree of correlation between the values of the same variables across different observations in the data.

Positive autocorrelation occurs when an observation of a given sign is followed by observation of the same sign. In positive autocorrelation, large observations tend to follow large observations and small observations tend to follow small observations