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序列相关性的后果。

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2022-02-24 04:16
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(1)模型参数估计值不具有最优性;(1分)(2)随机误差项的方差一般会低估;(1分)(3)模型的统计检验失效;(1分)(4)区间估计和预测区间的精度降低。(1分)(全对即加1分)


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