Autocorrelation violates the time-series assumption
A)T3.
B)T4.
C)T5.
D)T6.

Name: Autocorrelation violates the time-series assumption A)T3. B)T4. C)T5. D)T6.
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Question

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Autocorrelation violates the assumption of independence in time-series data, which is typically assumed in T6 (independence of errors). This means that the current value in the series is independent of the previous values, an assumption autocorrelation directly contradicts.

Autocorrelation Violates the Time-Series Assumption