1. The Bias Ratio compared to the serial correlation metric gives different results. 2. The p-values of the Q-statistic establish the significance of the serial correlation . 3. The most common measure of serial correlation is the Ljung-Box Q-Statistic. 4. However, it can emerge from an intertemporal mean-variance model with negative serial correlation of returns. 5. For example, serial correlation ( error terms correlated across time ) has multiple distinct meanings. 6. If the Durbin Watson statistic is substantially less than 2, there is evidence of positive serial correlation . 7. Under alternative measures proposed in the study, the serial correlation of consumption growth is found to be positive. 8. In statistics, Bochner's theorem can be used to describe the serial correlation of certain type of time series. 9. This is due to serial correlation between successive values of the sequence " X " " n ". 10. Serial correlation of the residuals can indicate model misspecification, and can be checked for with the Durbin Watson statistic.
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