Q: Should I compare the auto-correlations to their corresponding critical values to have a cut-off for convergence?
hanneoberman opened this issue · 1 comments
hanneoberman commented
See this part of the theoretical background:
The magnitude of the AC can be interpreted qualitatively or quantitatively. Quantitative evaluation of the AC entails comparing the observed ACs to the critical values of a two-tailed 95% confidence interval, divided by the square root of the number of iterations.
hanneoberman commented
Wald test op basis van empirische delen. Dan toets je of AC nul is of niet. Dan hebben we een diagnostic om te flaggen wanneer ac te groot is. Niet voor nu!