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2672机器学习简单数值题medium

Autocorrelation-Corrected Sample Size

题目

A monthly feature is observed for 60 months and behaves roughly like an AR(1) series with lag-1 autocorrelation ρ=0.6\rho=0.6. Using the heuristic neffn(1ρ)/(1+ρ)n_\text{eff}\approx n(1-\rho)/(1+\rho), what is the effective sample size?

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