1. Lecture 9 Autocorrelation
Econometrics 1
Lecture 9
Autocorrelation

2. Autocorrelation: Causes and Consequences

3. Review of Assumptions of the OLS Model

4. Nature of autocorrelation

5. Variance of the error term

6. Consequence of Autocorrelation

7. Variance and Covariance of Errors in Case of Autocorrelation Compared to the Variance of a Normal Error Term

8. Variance and Covariance of Errors in Case of Autocorrelation Compared to the Variance of a Normal Error Term

9. Detection: graphical method

11. Detection of Autocorrelation: Graphical Method

12. Durbin-Watson test

13. Partial Autocorrelation Function and Order of Autocorrelation

14. Autocorrelation Corrected Errors

15. Bruce-Godfrey higher order autocorrelation test

16. Berenblutt-Webb test