Which of the following is considered one of the most common concerns with time-series data?
A)heteroscedasticity
B)autocorrelation
C)multicollinearity
D)specification bias

Question

Quizplus · Accepted Answer

Autocorrelation is a common concern with time-series data because it violates the assumption of independence between observations. This can cause issues with the accuracy of statistical analysis and forecasting. Heteroscedasticity, multicollinearity, and specification bias are also potential concerns with time-series data, but they are not as commonly associated with this type of data.

Which of the Following Is Considered One of the Most