Hi
I'm about to make an estimation on some interestrates. Howewer the Durbin Watson statistic show indication that there might be prescence of serial correlation. Who do i find out, what order the serial correlation is?? First, second or third-order??
Thanks
Search found 1 match
- Fri Apr 24, 2009 6:13 am
- Forum: Econometric Discussions
- Topic: Serial Correlation, What order??
- Replies: 1
- Views: 4674