please help... i am confused about the whole ar(1) when reading it in eviews help section. does this remove serial correlation?
should i just use a lagged dependent variable ??
Search found 2 matches
- Mon Mar 12, 2012 1:16 pm
- Forum: Econometric Discussions
- Topic: serial correlation
- Replies: 2
- Views: 5866
- Sun Mar 11, 2012 7:06 pm
- Forum: Econometric Discussions
- Topic: serial correlation
- Replies: 2
- Views: 5866
serial correlation
hi there i really need help for my regression. I have found serial correlation via the BG LM test in my regression and want to fix it, but I am just unsure about the process. Do I just ad AR(1) to my regressors- and this is it? That fixes all the serial correlation problems or? I am a bit confused, ...