Equations are derived for the autocorrelation function of a trended series. The special case of a linear trend is analysed in detail. It is shown that the zero of the autocorrelation function of a trended series is, in general, only dependent on the length of the series. This result is valid for stochastic and deterministic trends.
@article{urn:eudml:doc:40066,
title = {On the autocorrelation function of a trended series.},
journal = {Q\"uestii\'o},
volume = {9},
year = {1985},
pages = {89-93},
zbl = {0719.62531},
language = {en},
url = {http://dml.mathdoc.fr/item/urn:eudml:doc:40066}
}
Mar Molinero, Cecilio. On the autocorrelation function of a trended series.. Qüestiió, Tome 9 (1985) pp. 89-93. http://gdmltest.u-ga.fr/item/urn:eudml:doc:40066/