Autocorrelation With Breusch Godfrey Serial Correlation LM Test Data Panel EVIEWS 9

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willylexander

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Autocorrelation Data Panel EVIEWS 9, also known as serial correlation, is the correlation of a signal with a delayed copy of itself as a function of delay. Informally, it is the similarity between observations as a function of the time lag between them With test is based on the idea of Lagrange multiplier testing, it is sometimes referred to as LM test (Brusch Godfrey) or Brusch Godfrey Serial Correlation LM Test for serial correlation With Data Panel EVIEWS 9.