Thursday, March 15, 2012

I'm a serial correlator (a poem for the end of my autocorrelation lecture)

I'm a serial correlator
I'm so affected by my past
Every time I move forward
I feel the effect of what happened last

Track me over time and you will see
The past is always hanging over me
By Durbin-Watson or Breusch-Godfrey
It's all shown up statistically

Am I AR(1) or AR(2)?
I'll have to  leave that up to you
Rhos by any other name will be
Different from zero when you look at me


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