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thanksfor your reply. I tried to estimte following equation in order to remove autocorrelation problem. d2lgdp-c(2)*d2lgdp(-1) c(1)*(1-c(2)) c(3)*(d2lpc-c(2)*d2lpc(-1)) c(4)*(d2lge-c(2)*d2lge(-1)) c(5)*(d2lgfcf-c(2)*d2lgfcf(-1)) c(6)*(d2lfdi-c(2)*d2lfdi(-1)) c(7)*(d2lne-c(2)*d2lne(-1)) Error message...

It can make confidence intervals for the parameters very wide, and significance tests might give inappropriate conclusions, and so it makes it difficult to draw sharp inference.

Hi, I have 53 obesrvations and 5 independent variable. VIF value I am getting is 98.34, which is too high, therefore a serious problem. I cannot increase the number of observation as no previous data is available. So that is no more an option. What else can be done to remove multicollinerity. I have...

Hi, I have 6 variables: One dependent & 5 independent. I have used multiple regression analysis. Data is statioanary on 2nd difference. I'm facing problem of AUTOCORRELATION.What methods should I used to eliminate autocorrelation. Dependent Variable: D2LGDP Method: Least Squares Date: 08/04/10 T...