Autocorrelation Preloader

Autocorrelation - PowerPoint PPT Presentation


  • 747 Views
  • Uploaded on

Reasons for autocorrelation. Inertia: inbuilt momentum, nonstationaritySpecification bias: excluded variableWrong functional formLagsData manipulationVariance of OLS Estimator in the presence of autocorrelation (AR1) is still not efficient. Detecting autocorrelation. Graphical method : residuals against time, residuals against lag of residualsRuns or Geary test: non-parametric testSigns of the residuals are ordered in timeClustering of and

loader
I am the owner, or an agent authorized to act on behalf of the owner, of the copyrighted work described.
capcha
Download Presentation

PowerPoint Slideshow about 'Autocorrelation' - omer


An Image/Link below is provided (as is) to download presentation

Download Policy: Content on the Website is provided to you AS IS for your information and personal use and may not be sold / licensed / shared on other websites without getting consent from its author.While downloading, if for some reason you are not able to download a presentation, the publisher may have deleted the file from their server.


- - - - - - - - - - - - - - - - - - - - - - - - - - E N D - - - - - - - - - - - - - - - - - - - - - - - - - -
Presentation Transcript