tut11 autocorrelation
Post on 01-Feb-2015
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DESCRIPTION
Explains issues of autocorrelation for your econometric model
TRANSCRIPT
ECON321Economic Analysis
Tutorial 11
Autocorrelation
Introduction
• This tutorial shows you how to estimate a regression model in EViews and test for autocorrelation.
• The example is Gujarati’s example 14.1 on the relationship between real wage and productivity in the U.S. business sector, 1959-2002.
Now you know how to test your results for autocorrelation.
Remember to save your workfile before you proceed.
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