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经济时间序列相关系数的分布AI 解读

This paper presents results, mainly in tabular form, of a sampling experiment in which 100 economic time series 25 years long were drawn at random from the Historical Statistics for the United States. Sampling distributions of coefficients of correlation and autocorrelation were computed using these series, and their logarithms, with and without correction for linear trend. We find that the frequency distribution of autocorrelation coefficients has the following properties:…

经济时间序列相关系数的分布AI 解读

This paper presents results, mainly in tabular form, of a sampling experiment in which 100 economic time series 25 years long were drawn at random from the Historical Statistics for the United States. Sampling distributions of coefficients of correlation and autocorrelation were computed using these series, and their logarithms, with and without correction for linear trend. We find that the frequency distribution of autocorrelation coefficients has the following properties:…