Tut11 autocorrelation

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Explains issues of autocorrelation for your econometric model

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Tut11 autocorrelation

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

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