Question:

Econometrics?

by  |  earlier

0 LIKES UnLike

In my finance econometrics textbook, the chapter on time series discuss this issue on autocovariance. What is autocovariance? What is its importance in time series regression analysis?

 Tags:

   Report

1 ANSWERS


  1. The autocovariance is the covariance of the signal against a time-shifted version of itself. It tells you to what extent the next measurement depends on the ones that you have already collected.

You're reading: Econometrics?

Question Stats

Latest activity: earlier.
This question has 1 answers.

BECOME A GUIDE

Share your knowledge and help people by answering questions.