?

Statistics and Probability

Free Version

Upgrade subject to access all content

Moderate

Interpretation of Autocorrelation

STATS-HMEY0G

What is meant by the presence of significant autocorrelation in the data?

A

The effect of one variable depends on the level of the other variable.

B

Two variables are highly correlated with each other.

C

The value of the response variable at one time period is related to the value of the response variable at adjacent time periods.

D

The variance of the response variable is different at each level of the predictor variable.