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Auto correlation Ljung Box Test conclusions are wrong(?) #314

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leonardommarques opened this issue Apr 17, 2020 · 0 comments

leonardommarques commented Apr 17, 2020

The notebook Violations_of_Regression_Models says that "for the 5 most recent datapoints, a significant correlation exists with the current".

Why, since:

we have 9 values different from zero (very low BTW)
All the p-values are low enough to reject the null hypothesis

What am I missing?

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