What is autocorrelation? Extensive video!
zedstatistics
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February 5, 2019
zedstatistics
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Video Description
See all my videos at http://www.zstatistics.com/videos/ 0:00 Introduction and overview 1:40 What is autocorrelation 4:08 Common causes 10:18 Impacts on regression 13:57 Diagnosis I: Durbin-Watson test 21:47 Diagnosis II: Breusch-Godfrey test 26:28 Remedies 27:30 Generalised Difference Equations (Cochrane-Orcutt procedure and AR(1) procedure) For additional information on AR(1) errors, see the link below https://newonlinecourses.science.psu.edu/stat510/node/60/
AutoCorrelation Mastery Kit
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