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