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.