6. Autocorrelation using EViews || Dr. Dhaval Maheta

#econometrics, #timeseries, #regression, #autocorrelation, #eviews, #durbinwatson, #breuschgodfrey, #cochran, #orcutt

[farhanfarzam]

thank you sir for your insightful lessons, could you pls explain how to check auto correlation in panel data using fixed effect or random effects model? thank you in advance

[mehwishhameed]

Sir I have a question that I have applied ARDL model because some varibales are at level and some at first difference. I have applied diagnostic test serial correlation so I have to select ARDL method before apply serial correlation in method option or does we select least square method if in ARDl method select auto correlation issue come?

[youtubehero]

sir how did you download the datasets, its shd.text format, not Excel OR eViews workfile

[HishamMahran-rk]

Thank you for the interesting explanation, but it would be easier and better if you put the data sets here

[husssammosstafa]

Sir any justification about the reason behind the low R-square and adjusted R-Square after using the third remedy of using the first difference order?
Also, ow is it possible to try the fourth remedy (which is only applicable when d(DW) > R square) while in this case d(DW) < R square?!

[saneshkp]

1:03 yesterdays error affects todays error, but how reverse occurs ?