Econometric analysis Time Series Data教学教案.pptVIP

Applied Econometrics;Applied Econometrics;Modeling an Economic Time Series;Estimators;Interpreting a Time Series;Studying the Frequency Domain;Autocorrelation in Regression;Autocorrelation;Stationary Time Series;Stationary vs. Nonstationary Series;The Lag Operator;Inverting a Stationary Series;Regression with Autocorrelation;OLS vs. GLS;+----------------------------------------------------+ | Ordinary least squares regression | | LHS=REALCONS Mean = 2999.436 | | Autocorrel Durbin-Watson Stat. = .0920480 | | Rho = cor[e,e(-1)] = .