Comment on Serial Correlation in Time Series AnalysisComments−RockyMcNuts11yFinancial data are inherently 'smudgy', sometimes one decision or action gets spread out over multiple observations, sometimes many decisions/actions get combined into a few overlapping observations.
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Financial data are inherently 'smudgy', sometimes one decision or action gets spread out over multiple observations, sometimes many decisions/actions get combined into a few overlapping observations.