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Cochrane-Orcutt

Some statisticians prefer an easier method than the Cochrane-Orcutt procedure for removing serial correlation— the first difference procedure. As previously discussed, when serial correlation is present, P, the population correlation coefficient, tends to be large P > 0), so a number of statisticians recommend just setting P= and applying the transforming Equation 3.25 (Kutner et al., 2005)... [Pg.133]

We use the Cochrane-Orcutt procedure to remedy the serial correlation. Step 1 Estimate... [Pg.144]


See other pages where Cochrane-Orcutt is mentioned: [Pg.50]    [Pg.50]    [Pg.126]    [Pg.128]    [Pg.50]    [Pg.50]    [Pg.126]    [Pg.128]   
See also in sourсe #XX -- [ Pg.126 , Pg.128 , Pg.133 , Pg.144 ]




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Cochrane

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