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Tut11 autocorrelation
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Explains issues of autocorrelation for your econometric model

Explains issues of autocorrelation for your econometric model

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  • 1. ECON321 Economic Analysis Tutorial 11 Autocorrelation
  • 2. Introduction
    • This tutorial shows you how to estimate a regression model in EViews and test for autocorrelation.
    • The example is Gujarati’s example 14.1 on the relationship between real wage and productivity in the U.S. business sector, 1959-2002.
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    • Now you know how to test your results for autocorrelation.
    • Remember to save your workfile before you proceed.