Module 9.2 LOS 9.e: Testing AR models for improper specifications using t-tests
We cannot use DW tests to test for autocorrelation (serial correlation in an AR model). To identify autocorrelation we use …
We cannot use DW tests to test for autocorrelation (serial correlation in an AR model). To identify autocorrelation we use …
The next concept we will look at is significance testing. Significance testing is a form of hypothesis testing focused on …