标题: serial correlation and autocorrelation [打印本页]

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作者: d2rockstar    时间: 2011-7-11 19:26     标题: serial correlation and autocorrelation

are these two the same thing?

I thought autocorrelation means a time series correlates with its past lags of time series, while serial correlation means error terms are correlated.

But I saw them used interchangeably, are these the same?

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作者: redskins44    时间: 2011-7-11 19:26

thank you, ftwcfa

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