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On the autocorrelation function of a trended series.

Cecilio Mar Molinero — 1985

Qüestiió

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.

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