Karl Stern (1906–1975)

نویسندگان
چکیده

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The linear regression model (and most other models) assume that observations are independent and identically distributed. This may not be true in time series, because current values often depend on what happened in previous periods. This may cause series to seem to have trends ("autocorrelation masquerading as trend") and will make standard errors wrong. A time series is a stochastic process (a...

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ژورنال

عنوان ژورنال: Journal of Neurology

سال: 2014

ISSN: 0340-5354,1432-1459

DOI: 10.1007/s00415-014-7407-7