Mawih Kareem Al Ani
2 years & 1 month ago

Hi
I hope that you are fine
please I have one question.

If my data has autocorrelation and DW is 1.4 after correction. what I should do? can I use GLS? I made Hausman test and the model is random.

Thanks

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Riya Jain
2 years & 2 weeks ago

Hi Mawih,
Yeah you can apply GLS model because it handles autocorrelation. You can also use ARIMA model for integrating autocorrelation

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Douglas Stahanke
2 years & 5 months ago

Congratulations for this topic and explanation.

Just a question, if the autocorrelation test shows that my data has no autocorrelation, may i use just prais comand whitout corc in the end?

Thank you sou much!

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Simon Peter Sselunjogi
3 years & 4 weeks ago

Me I am just appreciating. You’ve really solved my autocorrelation problem! God bless you
You’re five Star

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Riya Jain
3 years & 4 weeks ago

Thanks a lot Simon. This means a lot for us.

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Phetoudone
3 years & 8 months ago

how to resolve the model after testing Autocorrelation while it reject the null hypothesis?

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Riya Jain
3 years & 8 months ago

Hey
In case of having presence of auto-correlation, one of the most commonly used remedial measure is to eliminate the independent variable which tends to have correlation. However, if your result is completely effected or still have presence of autocorrelation, you could use transformation method i.e. Cochrane-Orcutt procedure, first difference procedure, or Hildreth-Lu Procedure.

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Khainga
5 years & 3 weeks ago

Can I do autocorrelation test on cross sectional data

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