This is the twelfth in a series of lecture notes which, if tied together into a textbook, might be entitled “Practical Regression.” The purpose of the notes is to supplement the theoretical content of ...
When regression is performed on time series data, the errors may not be independent. Often errors are autocorrelated; that is, each error is correlated with the error ...
To use input series, list the input series in a CROSSCORR= option on the IDENTIFY statement and specify how they enter the model with an INPUT= option on the ESTIMATE statement. For example, you might ...
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