Research of New Criteria for Detecting First-order Residuals Autocorrelation in Regression Models
When estimating regression models using the least squares method, one of its prerequisites is the lack of autocorrelation in the regression residuals. The presence of autocorrelation in the residuals makes the least-squares regression estimates to be ineffective, and the standard errors of these est...
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| Format: | Article |
| Language: | Russian |
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MGTU im. N.È. Baumana
2018-08-01
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| Series: | Matematika i Matematičeskoe Modelirovanie |
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| Online Access: | https://www.mathmelpub.ru/jour/article/view/102 |