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- Mon Jul 25, 2011 8:34 am
- Forum: Econometric Discussions
- Topic: what changes if I add an autoregressive AR(..) term?
- Replies: 1
- Views: 4592
what changes if I add an autoregressive AR(..) term?
Hello everyone! I'm working on a time series regression, which I want to keep linear. I have trouble with serial correlation, there is serious autocorrelation present. I'd like to add an autoregressive term to my equation. According to the partial correlation graph, AR(1) would suit. Additionally, I...