As the title “Practical Regression” suggests, these notes are a guide to performing regression in practice. This technical note discusses time-series data. The note explains the concept of a time ...

Various procedures are available to test for the possibility that the disturturbance terms of a linear regression model are autocorrelated in a first order process with a constant autoregressive ...

This autocorrelation of the residuals may not be a very good estimate of the autocorrelation of the true errors, especially if there are few observations and the independent variables have certain ...

The article considers the efficiency of ordinary least squares (OLS) coefficient estimates relative to generalized least squares (GLS) in a linear regression model where the disturbances follow a ...

The regression model with autocorrelated disturbances is as follows: In these equations, y t are the dependent values, x t is a column vector of regressor variables, is a column vector of structural ...

Autocorrelation, a statistical measure that evaluates the relationship between a variable’s past and present values, can provide insights into patterns and guide investment decisions. By ...