Breusch Godfrey LM Test: Detecting Autocorrelation
Автор: Spur Economics
Загружено: 2024-08-23
Просмотров: 1317
This video discusses the Breusch-Godfrey LM Test for Autocorrelation and its theory and interpretation. We also discuss how the test can be applied in R.
Quizzes and R Codes: https://spureconomics.com/course/hete...
Read more: https://spureconomics.com/autocorrela...
Website: https://spureconomics.com/
Blog: https://spureconomics.com/blog-page/
Econometrics tutorials series: https://spureconomics.com/courses/
Autocorrelation: • Autocorrelation: Meaning, Causes and Conse...
Durbin-Watson Test: • Durbin Watson Test: Testing for Autocorrel...
ACF and PACF Plots: https://spureconomics.com/interpretin...
Autocorrelation Function: https://spureconomics.com/autocorrela...
Stationarity: https://spureconomics.com/stationarit...
ARIMA and SARIMA Models: https://spureconomics.com/course/arim...
VECM Model: https://spureconomics.com/course/vecm...
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