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Standard error of r k
•  The standard error is
The standard error of the mean esHmates the
variability between samples whereas the
standard deviaHon measures the variability within
a single sample.
•  Increases progressively with k, but eventually reaches a
maximum value
•  If the ‘true’ autocorrelaHon is 0, then the esHmate r k should
be in the interval (– 2SE(r k ), 2SE(r k )) 95% of the Hme
•  SomeHmes SE(r k ) is approximated by
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