Categories
Economics

Autocorrelation & Cochrane-Orcutt method

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 […]

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Diary English

Old classmate

When I study, I like to listen to light music, like the ones played in cafes. Today I listened to Tenmon’s works, who often collaborates with the Anime producer Makoto Shinkai. They haven’t made a lot of works but they focus on quality. The stuff they made had a great influence on me. I have […]

Categories
Economics

Protected: OLS Simple linear regression

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Diary English

Diary 11/5/H27

Today is my birthday, I’m 23 now, still stuck in undergraduate school. When I went to Japan for a test, I met a western guy who was twenty-sin still studying as an undergraduate. As he went to where he liked, maybe it is not so bad. And by the way, for many years I have […]

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Diary English

Diary 11/4/H27

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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Diary Maintenance

Hello world!

Hello world! This my memo for writing study stuff. As far as now, I think I will write mainly in English. Maybe Japanese, Chinese, or even Korean will show up. I’m not sure yet. Anyway, let’s start. (Origin from http://dragonbu.com/)