Which SE formula is (1/square root of n). I have it in my summary workings but i cant remember where this belongs??

CFA Level II Quant
#1

Which SE formula is (1/square root of n). I have it in my summary workings but i cant remember where this belongs??

#2

autocorrelation t-stat.

#3

Thanks Sachin. But you seem to be wrong. I have re-checked my notes. The formula is for Std. Error of Autocorrelation = 1/sqrt(n). The t-statistic for autocorrelation is: r/SE where r is correlation and SE is as shown above. Hope this helps.

#4

Autocorrelation t-stat = Residual Correlation / (1 / T ^.5)

#5

apologies… i had it in my formula sheet as square root of n

i couldn’t find anything else though…

#6

How many degrees of freedom is this?

Is it n-k-1?

#7

I have T-2 as the DF but N-k-1 seems more appropriate