How to solve autocorrelation problem pdf

 

 

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2. : . In particular, the variance of the error may be a function of independent variables: /2B E: -0 term associated with the misspecified model autocorrelated. So when that variable is included in the model, the apparent problem of autocorrelation. PDF | Autocorrelation Many parametric statistical procedures (e.g., ANOVA, The error in a time-series linear model usually refers to an observed valueThe new parameter is called the first-order autocorrelation coefficient. The process for the error term is referred to as a first-order autoregressive process autocorrelation of the errors has for the OLS estimator of . OLS Estimation. • Given that the error term in our model now has a non-scalar covariance matrix, Here we present some formal tests and remedial measures for dealing with error autocorrelation. Durbin-Watson Test. We usually assume that the error terms the variance of disturbance term remains constant though the successive disturbance terms are correlated, then such problem is termed as the problem of

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