Do I have autocorrelation problem How do you know Autocorrel

Do I have autocorrelation problem? How do you know?

Autocorrelation Durbin-Watson Test The REG Procedure Model: MODEL1 Dependent Variable: CPI CPI Durbin-Watson D Number of Observations 171 1st Order Autocorrelation 0.162 1.672

Solution

since the number of onbservations is large

Then the first term should be very close to one.

but in this case 1 order autocorrealtion is not close to one

so that is the problem and thats the way we know that is a problem

Do I have autocorrelation problem? How do you know? Autocorrelation Durbin-Watson Test The REG Procedure Model: MODEL1 Dependent Variable: CPI CPI Durbin-Watson

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