Auto correlation and seasonality

[jonta999]

Is this correct,
If there is autocorrelation in a time series use a AR 2 model and if there is seasonality use a AR 1 model with seasonal adjustment.
To test the both above t= autocorrelation /(1/(T)^.5) can be used

 

[isabellano9]

AR models - when we talk about AR1 or AR2 we’re talking about lags, meaning how many variables there are in the model.
AR1 model will be intercept + lag 1, AR 2 model will be intercept + lag 1+lag 2
what they’re trying to say is that if you have seasonality you can make a seasonal adjustment.
the test that you are referring to would be amongst the error terms of the residuals
To test for autocorrelation in AR Model we have to use a t-test, not DW
does that help?

 

[jonta999]

To check for seasonality do we use the above t test

 

[jonta999]

Bump

 

[jonta999]

Any expert ideas