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RE: Serial Correlation [ Reply ]
By: Chang Yoo on 2017-04-03 19:07
[forum:45074]
It seems to me the estimation results using the Grunfeld's investment data are suffering from autocorrelation issues.

Serial Correlation [ Reply ]
By: Chang Yoo on 2017-04-03 19:03
[forum:45073]
Hi,

Going back to Felix's earlier point, I was wondering if there's any way to deal with autocorrelation using the systemfit package. Any info helps.

Thanks,
Chang

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