How to detect and remove auto correlation (serial correlation)

hello guys.. in this video i have showed how to detect auto correlation and how to remove it... there are two methods of detecting serial correlation i have shown you both.....
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[johnjr]

SIr, including lagged values of the dependent variable in the model may also introduce other issues, such as multicollinearity or overfitting.

[james-philipkksembeguya]

However, when you run the model with its lagged value, only the lagged value is significant, how therefore would you interprete this?

[ananyabhatia]

Sir what is the interpretation of the model if we take the lagged values and how to write it in any research paper

[digitechreviews]

What is the removal method called ? What is the name of removal method?

[adamharris]

so what will the new equation be after adding the Lag?

[Lee-lyfk]

Can i know for the Durbin Watson range was it depend on the statistics? Like we need to look at our n and k to decide the range between DL and DU. For examples, if the n is 30 and the k is 5, the range is between 0.877 to 1.606?

[ahmadz]

Hello, what do you mean by first order and higher orders ? Are you talking about differences ??

[theneweconomicthinking]

Sir how to remove multicollinearity in the lag model if you have any video than plz share Link hare 🙏

[emregokceli]

Hi, although l used the one period lag of dependent variable as independent variable, there is still serial autocorrelation. What is your suggestion? Thanks

[tan]

Hello. Is the rule of thumb the same for panel data?

[shabbarimam]

sir, i take Inflation as an dependent variable and GDP, GCF and GFCF as an independent variables but during bound test these all variables are insignificant, i also change the variables for significant results but not gain the desirable results plzz suggest me now what i do ?

[saniasaeed]

I've the problem of autocorretion in my model. The value of Durbin watson test is 0.47.

I've added 2 lags of dependent varibale (GDP) but still the problem exist.

What should I do?

[elizaaizam]

Hi, what if when i go to residual diagnostic in eviews, i dont have 'Serial Correlation LM Test'. I dunno where is wrong. I only have Arellano-Bond Serial Correlation Test. Please help me

[afiafahmidadaizy]

Dear Sir, when I use 1 lag my result is there is not serial correlation. But if I use more that 1 lag my result shows serial correlation. Can you tell me what should I do?

[elen]

Hello. Is it okay if the |t-statistic| < 1, 96 after we have removed auto correlation ?

[hasibamanat]

Doing what you said but still I have serial correlation n hetroscadasticity