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- Wed Jul 17, 2013 3:43 am
- Forum: Econometric Discussions
- Topic: Cochrane-Orcutt/AR(1) help
- Replies: 0
- Views: 1654
Cochrane-Orcutt/AR(1) help
Hi. I am currently performing a time-series regression analysis, and need to adjust for serial correlation. I have added "ar(1)" to the end of my equation, and obtained a DW(durbin watson) value that is acceptable. However my R-squared jumped from 0.65 to 0.9-something. Can I use this r-sq...