THE PROBLEM OF AUTOCORRELATION IN REGRESSION ANALYSIS
成果类型：
Article
署名作者：
ANDERSON, RL
刊物名称：
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
ISSN/ISSBN：
0162-1459
DOI：
10.2307/2281039
发表日期：
1954
页码：
113-129
关键词：
摘要：
This is a review paper covering certain research in the field of regression analysis. Emphasis is placed on problems associated with the presence of autocorrelated errors in dependent variates. Topics covered include general research, tests of significance for autocorrelation, estimation when autocorrelation is present and the use of autoregressive models. A bibliography of 65 references is appended.