sxx|Linear regression: degrees of freedom of SST, SSR, and RSS

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Answer to: Find Sxx, Sxy, Syy, B1, B0, SST, SSR, SSE, R^2, R, Se for the following table x y 2 3 4 5 3 7 By signing up, youll get thousands of...

The formula you quote, Sxx(ω):=limT→∞E[|1T−−sxx√∫T0x(t)e−iωtdt|2], is not correct. I have never seen a reliable source that proves (or even asserts) that it converges. I see it a lot on the internet and in engineering textbooks: they never bother to assert that it converges.

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sxx|Linear regression: degrees of freedom of SST, SSR, and RSS

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