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Autocorrelation Help

Posted: Thu Sep 06, 2012 5:06 pm
by ardinea
Does anyone know the effect of serial correlation caused by seasonal effect to standard error of if I have a seasonal effect in both my dependent and independent variable, but the periodicity isn’t the same (one fluctuates monthly, the other yearly, for example)?

I really need help. it would be great if someone knows and please kindly reply. thank you. :D