Consequences, Detection And Forecasting With Autocorrelated Errors

By ADEMOLA ADETUNJI

Problem of autocorrelation arises if the assumption of the Classical Linear Regression Model that the errors terms are not autocorrelated is violated. As a consequence, the usual t, F, and 2 tests... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3659309451
• ISBN13: 9783659309458
• Release Date: December 2012
• Publisher: LAP Lambert Academic Publishing
• Length: 88 Pages
• Weight: 0.31 lbs.
• Dimensions: 0.2" x 6.0" x 9.0"