In comparison, cross-section data does not need to be tested for autocorrelation. One thing that needs to be considered by researchers is that the autocorrelation test is conducted on time series data. The autocorrelation test must be conducted to obtain the best linear unbiased estimator. If there is a correlation, then it is called an autocorrelation problem. The autocorrelation test aims to test whether there is a correlation between residuals in the t period and the previous period (t-1) in the linear regression model. ![]() One of the assumption tests required in the regression is the autocorrelation test.Īutocorrelation tests can be done in both simple and multiple linear regression. Researchers who use time series data in linear regression analysis with the OLS method need to conduct some of the required assumption tests.
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