On the autocorrelation function of a trended series

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Document typeArticle
Defense date1985-06
PublisherUniversitat Politècnica de Barcelona. Centre de Càlcul
Rights accessOpen Access
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Attribution-NonCommercial-NoDerivs 2.5 Spain
Abstract
Equations are derived for the autocorrelation function of a trended series. The special case of a linear trend is analysed in detail. It is shown that the zero of the autocorrelation function of a trended series is, in general, only dependent on the length of the series. This result is valid for stochastic and deterministic trends.
ISSN0210-8054 (versió paper)
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