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Autocorrelation tests (Part 1): Durbin-Watson statistic (Excel)
Автор: NEDL
Загружено: 2020-07-15
Просмотров: 15940
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How can one test whether autocorrelation is present in their regression models and if the estimators are therefore biased? The simplest and perhaps most famous autocorrelation testing procedure is the Durbin-Watson statistic. In this video, we are showing how to calculate it in Excel and how to interpret the results, as well as discuss the potential limitations of this approach.
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