Understanding Autocorrelation in Data 📊
Explore what autocorrelation is, its causes, and effects on regression in this comprehensive video guide.
zedstatistics
154.0K views • Feb 5, 2019
About this video
See all my videos at http://www.zstatistics.com/videos/
0:00 Introduction and overview
1:40 What is autocorrelation
4:08 Common causes
10:18 Impacts on regression
13:57 Diagnosis I: Durbin-Watson test
21:47 Diagnosis II: Breusch-Godfrey test
26:28 Remedies
27:30 Generalised Difference Equations
(Cochrane-Orcutt procedure and AR(1) procedure)
For additional information on AR(1) errors, see the link below
https://newonlinecourses.science.psu.edu/stat510/node/60/
0:00 Introduction and overview
1:40 What is autocorrelation
4:08 Common causes
10:18 Impacts on regression
13:57 Diagnosis I: Durbin-Watson test
21:47 Diagnosis II: Breusch-Godfrey test
26:28 Remedies
27:30 Generalised Difference Equations
(Cochrane-Orcutt procedure and AR(1) procedure)
For additional information on AR(1) errors, see the link below
https://newonlinecourses.science.psu.edu/stat510/node/60/
Tags and Topics
Browse our collection to discover more content in these categories.
Video Information
Views
154.0K
Likes
2.6K
Duration
36:02
Published
Feb 5, 2019
User Reviews
4.7
(30) Related Trending Topics
LIVE TRENDSRelated trending topics. Click any trend to explore more videos.
Trending Now