Part III · Chapter 7

Randomness and Dependence

White noise has no useful past information. An autocorrelated series LOOKS random but contains predictable dependence — visible only on a lag-scatter or ACF plot.

\( y_t = \phi\, y_{t-1} + \varepsilon_t \)

Learning objectives

Distinguish white noise from autocorrelated series.
Read a lag-1 scatter plot to detect dependence.
Interpret the sample ACF.
Recognize that visual randomness ≠ statistical independence.

Dependence Lab

Seed:

Interpretation

Sample ρ(1):
Expected ρ(1):

If model = white noise, both should be near zero. If AR(1) with φ=0.7, expect ≈ 0.7.

📐 ACF definition

\[ \rho(h) = \frac{\mathrm{Cov}(y_t, y_{t-h})}{\mathrm{Var}(y_t)} \]
ρ(0) = 1 (trivially)
ρ(h) ≈ 0 ∀ h ⇒ white noise
Geometric decay ⇒ AR(1)
±1.96/√n significance band

🔍 What to look for

⚠️ Pro Tip: What to Avoid

Student says

"The series looks erratic so it must be independent noise."

Why this is wrong

An AR(1) with φ = 0.8 still looks "jagged" but has strong dependence visible only in lag scatter / ACF.

Correct interpretation

Always check the ACF before declaring a series random. Independence is a statistical property, not a visual one.

📝 Mini-quiz

📋 Key Takeaways

SeriesACF patternScatter (y_t vs y_{t-1})
White noiseall ≈ 0random cloud
AR(1) φ > 0geometric decayupward cloud
AR(1) φ < 0alternating decaydownward cloud
Random walkvery slow decaynear-perfect diagonal