Step.1 Estimate the equation as usual.(ls y c x) Step.2 Name the residual as E (genr e=resid) Step.3 View the residual Graph to detect auto-correlation Step.4 Do Serial Correlation LM Test to check the possibility of auto-correlation. Step.5 Estimate GLS equations by using the Cohrane-Orcutt method. 1) In order to get the ρ, estimate the […]
Author: Mikan
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Protected: OLS Simple linear regression
Before noon, I followed the schedule I made, as always. I reviewed the econometrics which I thought were really hard. After lunch, I watched anime “Osomatsu” and then I took a nap until 3pm. I woke up unwillingly. Then I practiced my oral Japanese by imitating the Japanese shows. This was the part I liked […]
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