This is the twelfth in a series of lecture notes which, if tied together into a textbook, might be entitled “Practical Regression.” The purpose of the notes is to supplement the theoretical content of ...

This article presents estimates of the power of four tests for the independence of the disturbances from linear regression models with two sets of alternative hypotheses-second-order autoregressive ...

This is a preview. Log in through your library . Abstract The small sample critical values of three test statistics for vector autocorrelated errors are investigated in the context of several specific ...

Autocorrelation, a statistical measure that evaluates the relationship between a variable’s past and present values, can provide insights into patterns and guide investment decisions. By analyzing how ...