Mistermishka
New member
- Joined
- Dec 3, 2011
- Messages
- 1
Hello everyone!
Both variables (dependent and independent) show autocorrelation effects.
When I run the regression residuals appear not to be correlated. My durbin-watson statistic is greater than upper critical value, so there is an evidence that error terms are not positively correlated. Also when I plot ACF for errors it looks like there is no correlation there and Ljung-Box statistic is smaller than critical value.
Can I trust my regression output, are the t-statistics reliable?
Thank you
Both variables (dependent and independent) show autocorrelation effects.
When I run the regression residuals appear not to be correlated. My durbin-watson statistic is greater than upper critical value, so there is an evidence that error terms are not positively correlated. Also when I plot ACF for errors it looks like there is no correlation there and Ljung-Box statistic is smaller than critical value.
Can I trust my regression output, are the t-statistics reliable?
Thank you