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 1.672Solution
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
