Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...

In the preceding section, it is assumed that the order of the autoregressive process is known. In practice, you need to test for the presence of autocorrelation. The AUTOREG procedure output is shown ...

Tim Smith has 20+ years of experience in the financial services industry, both as a writer and as a trader. Cierra Murry is an expert in banking, credit cards, investing, loans, mortgages, and real ...

When regression is performed on time series data, the errors may not be independent. Often errors are autocorrelated; that is, each error is correlated with the error ...

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 article deals with the power of the BLUS test on autocorrelation among regression disturbances. To compute this power a simple method is presented for computing the distribution of any ratio of ...