What is autocorrelation? Extensive video!
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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....
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