ppls

Just reviewed this section:

For simple time series Trend Analyis, use dicky fuller and follow CFA_Chap's analysis.

For AR models, you need to perform a t-test on the autocorrelation or series correlation coefficients. If those are significant (generally greater than 2), then autocorrelation exists. This is also used for idenitfying seasonality I believe.

For AR, there is also the ARCH test for conditional heteroskedasticity. Once again, if the t-stats on the coefficients are significant, the model is invalid and needs to be respecified.

I do hope we don't have to calculate, and can merely look at the reports :-)