What is second order sample autocorrelation?
A)correlation between a mean and the second moment of the sample distribution
B)a test statistic distributed N(0,$\sigma$)
C)correlation between observations that are two time periods apart
D)correlation between the dependent variable and a squared explanatory variable

Question

Quizplus · Accepted Answer

Second order sample autocorrelation refers to the correlation between observations that are two time periods apart. This can be calculated using the formula:
r2 = (n-2) * ∑(xixi+2) / ((n-1) * ∑(xixi) + ∑(xi+2xi+2))
where n is the sample size and xi represents the ith observation.

What Is Second Order Sample Autocorrelation? A)correlation Between a Mean σ\sigmaσ

What Is Second Order Sample Autocorrelation?
A)correlation Between a Mean $\sigma$