{"id":168,"date":"2018-12-31T06:16:27","date_gmt":"2018-12-31T06:16:27","guid":{"rendered":"http:\/\/statp08.epgpbooks.inflibnet.ac.in\/?post_type=chapter&#038;p=168"},"modified":"2018-12-31T06:17:37","modified_gmt":"2018-12-31T06:17:37","slug":"autocorrelation-in-regression-i","status":"publish","type":"chapter","link":"https:\/\/ebooks.inflibnet.ac.in\/statp08\/chapter\/autocorrelation-in-regression-i\/","title":{"rendered":"Autocorrelation in Regression I"},"content":{"raw":"<img class=\"alignnone size-full wp-image-170\" src=\"http:\/\/statp08.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/138\/2018\/12\/9698_et_autocorrelation_i_text-1.jpg\" alt=\"\" width=\"1089\" height=\"1529\" \/>\r\n\r\n<img class=\"alignnone size-full wp-image-171\" src=\"http:\/\/statp08.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/138\/2018\/12\/9698_et_autocorrelation_i_text-2.jpg\" alt=\"\" width=\"1201\" height=\"1585\" \/>\r\n\r\n<img class=\"alignnone size-full wp-image-172\" src=\"http:\/\/statp08.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/138\/2018\/12\/9698_et_autocorrelation_i_text-3.jpg\" alt=\"\" width=\"1071\" height=\"1605\" \/>\r\n\r\n<img class=\"alignnone size-full wp-image-173\" src=\"http:\/\/statp08.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/138\/2018\/12\/9698_et_autocorrelation_i_text-4.jpg\" alt=\"\" width=\"1119\" height=\"1575\" \/>\r\n\r\n<img class=\"alignnone size-full wp-image-174\" src=\"http:\/\/statp08.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/138\/2018\/12\/9698_et_autocorrelation_i_text-5.jpg\" alt=\"\" width=\"1233\" height=\"1587\" \/>\r\n\r\n<img class=\"alignnone size-full wp-image-175\" src=\"http:\/\/statp08.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/138\/2018\/12\/9698_et_autocorrelation_i_text-6.jpg\" alt=\"\" width=\"993\" height=\"413\" \/>\r\n\r\n<strong>List of References<\/strong>\r\n\r\n&nbsp;\r\n\r\n1. Basic Econometrics - D. Gujarati, Chapter 2\r\n\r\n2. Introduction to linear regression analysis - D. Montogomery, Elizabeth A. Peck and\u00a0Geoffrey Vining, Edition 4.\r\n\r\n3. Applied regression analysis: A research tool - John O. Rawlings, Sastry G. Pantula\u00a0and David A. Dickey. 2nd edition\r\n\r\n4. The Theory and Practice of Econometrics - Judge, Griffiths, Hill, Lutkepohl and Lee\r\n\r\n5. http:\/\/www.ats.ucla.edu\/stat\/r\/dae\/tobit.htm\r\n\r\n6. https:\/\/cran.r-project.org\/web\/packages\/censReg\/vignettes\/censReg.pdf\r\n\r\n&nbsp;\r\n\r\n<strong>Related R resources<\/strong>\r\n\r\n&nbsp;\r\n\r\n1. CRAN stats package :https:\/\/stat.ethz.ch\/R-manual\/R-devel\/library\/stats\/html\/00Index.html\r\n\r\n2. Practical regression and anova using R. - Julian J. Faraway.","rendered":"<p><img loading=\"lazy\" decoding=\"async\" class=\"alignnone size-full wp-image-170\" src=\"http:\/\/statp08.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/138\/2018\/12\/9698_et_autocorrelation_i_text-1.jpg\" alt=\"\" width=\"1089\" height=\"1529\" srcset=\"https:\/\/ebooks.inflibnet.ac.in\/statp08\/wp-content\/uploads\/sites\/138\/2018\/12\/9698_et_autocorrelation_i_text-1.jpg 1089w, https:\/\/ebooks.inflibnet.ac.in\/statp08\/wp-content\/uploads\/sites\/138\/2018\/12\/9698_et_autocorrelation_i_text-1-214x300.jpg 214w, https:\/\/ebooks.inflibnet.ac.in\/statp08\/wp-content\/uploads\/sites\/138\/2018\/12\/9698_et_autocorrelation_i_text-1-768x1078.jpg 768w, https:\/\/ebooks.inflibnet.ac.in\/statp08\/wp-content\/uploads\/sites\/138\/2018\/12\/9698_et_autocorrelation_i_text-1-729x1024.jpg 729w, https:\/\/ebooks.inflibnet.ac.in\/statp08\/wp-content\/uploads\/sites\/138\/2018\/12\/9698_et_autocorrelation_i_text-1-65x91.jpg 65w, https:\/\/ebooks.inflibnet.ac.in\/statp08\/wp-content\/uploads\/sites\/138\/2018\/12\/9698_et_autocorrelation_i_text-1-225x316.jpg 225w, https:\/\/ebooks.inflibnet.ac.in\/statp08\/wp-content\/uploads\/sites\/138\/2018\/12\/9698_et_autocorrelation_i_text-1-350x491.jpg 350w\" sizes=\"auto, (max-width: 1089px) 100vw, 1089px\" \/><\/p>\n<p><img loading=\"lazy\" decoding=\"async\" class=\"alignnone size-full wp-image-171\" src=\"http:\/\/statp08.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/138\/2018\/12\/9698_et_autocorrelation_i_text-2.jpg\" alt=\"\" width=\"1201\" height=\"1585\" srcset=\"https:\/\/ebooks.inflibnet.ac.in\/statp08\/wp-content\/uploads\/sites\/138\/2018\/12\/9698_et_autocorrelation_i_text-2.jpg 1201w, https:\/\/ebooks.inflibnet.ac.in\/statp08\/wp-content\/uploads\/sites\/138\/2018\/12\/9698_et_autocorrelation_i_text-2-227x300.jpg 227w, https:\/\/ebooks.inflibnet.ac.in\/statp08\/wp-content\/uploads\/sites\/138\/2018\/12\/9698_et_autocorrelation_i_text-2-768x1014.jpg 768w, https:\/\/ebooks.inflibnet.ac.in\/statp08\/wp-content\/uploads\/sites\/138\/2018\/12\/9698_et_autocorrelation_i_text-2-776x1024.jpg 776w, https:\/\/ebooks.inflibnet.ac.in\/statp08\/wp-content\/uploads\/sites\/138\/2018\/12\/9698_et_autocorrelation_i_text-2-65x86.jpg 65w, https:\/\/ebooks.inflibnet.ac.in\/statp08\/wp-content\/uploads\/sites\/138\/2018\/12\/9698_et_autocorrelation_i_text-2-225x297.jpg 225w, https:\/\/ebooks.inflibnet.ac.in\/statp08\/wp-content\/uploads\/sites\/138\/2018\/12\/9698_et_autocorrelation_i_text-2-350x462.jpg 350w\" sizes=\"auto, (max-width: 1201px) 100vw, 1201px\" \/><\/p>\n<p><img loading=\"lazy\" decoding=\"async\" class=\"alignnone size-full wp-image-172\" src=\"http:\/\/statp08.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/138\/2018\/12\/9698_et_autocorrelation_i_text-3.jpg\" alt=\"\" width=\"1071\" height=\"1605\" srcset=\"https:\/\/ebooks.inflibnet.ac.in\/statp08\/wp-content\/uploads\/sites\/138\/2018\/12\/9698_et_autocorrelation_i_text-3.jpg 1071w, https:\/\/ebooks.inflibnet.ac.in\/statp08\/wp-content\/uploads\/sites\/138\/2018\/12\/9698_et_autocorrelation_i_text-3-200x300.jpg 200w, https:\/\/ebooks.inflibnet.ac.in\/statp08\/wp-content\/uploads\/sites\/138\/2018\/12\/9698_et_autocorrelation_i_text-3-768x1151.jpg 768w, https:\/\/ebooks.inflibnet.ac.in\/statp08\/wp-content\/uploads\/sites\/138\/2018\/12\/9698_et_autocorrelation_i_text-3-683x1024.jpg 683w, https:\/\/ebooks.inflibnet.ac.in\/statp08\/wp-content\/uploads\/sites\/138\/2018\/12\/9698_et_autocorrelation_i_text-3-65x97.jpg 65w, https:\/\/ebooks.inflibnet.ac.in\/statp08\/wp-content\/uploads\/sites\/138\/2018\/12\/9698_et_autocorrelation_i_text-3-225x337.jpg 225w, https:\/\/ebooks.inflibnet.ac.in\/statp08\/wp-content\/uploads\/sites\/138\/2018\/12\/9698_et_autocorrelation_i_text-3-350x525.jpg 350w\" sizes=\"auto, (max-width: 1071px) 100vw, 1071px\" \/><\/p>\n<p><img loading=\"lazy\" decoding=\"async\" class=\"alignnone size-full wp-image-173\" src=\"http:\/\/statp08.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/138\/2018\/12\/9698_et_autocorrelation_i_text-4.jpg\" alt=\"\" width=\"1119\" height=\"1575\" srcset=\"https:\/\/ebooks.inflibnet.ac.in\/statp08\/wp-content\/uploads\/sites\/138\/2018\/12\/9698_et_autocorrelation_i_text-4.jpg 1119w, https:\/\/ebooks.inflibnet.ac.in\/statp08\/wp-content\/uploads\/sites\/138\/2018\/12\/9698_et_autocorrelation_i_text-4-213x300.jpg 213w, https:\/\/ebooks.inflibnet.ac.in\/statp08\/wp-content\/uploads\/sites\/138\/2018\/12\/9698_et_autocorrelation_i_text-4-768x1081.jpg 768w, https:\/\/ebooks.inflibnet.ac.in\/statp08\/wp-content\/uploads\/sites\/138\/2018\/12\/9698_et_autocorrelation_i_text-4-728x1024.jpg 728w, https:\/\/ebooks.inflibnet.ac.in\/statp08\/wp-content\/uploads\/sites\/138\/2018\/12\/9698_et_autocorrelation_i_text-4-65x91.jpg 65w, https:\/\/ebooks.inflibnet.ac.in\/statp08\/wp-content\/uploads\/sites\/138\/2018\/12\/9698_et_autocorrelation_i_text-4-225x317.jpg 225w, https:\/\/ebooks.inflibnet.ac.in\/statp08\/wp-content\/uploads\/sites\/138\/2018\/12\/9698_et_autocorrelation_i_text-4-350x493.jpg 350w\" sizes=\"auto, (max-width: 1119px) 100vw, 1119px\" \/><\/p>\n<p><img loading=\"lazy\" decoding=\"async\" class=\"alignnone size-full wp-image-174\" src=\"http:\/\/statp08.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/138\/2018\/12\/9698_et_autocorrelation_i_text-5.jpg\" alt=\"\" width=\"1233\" height=\"1587\" srcset=\"https:\/\/ebooks.inflibnet.ac.in\/statp08\/wp-content\/uploads\/sites\/138\/2018\/12\/9698_et_autocorrelation_i_text-5.jpg 1233w, https:\/\/ebooks.inflibnet.ac.in\/statp08\/wp-content\/uploads\/sites\/138\/2018\/12\/9698_et_autocorrelation_i_text-5-233x300.jpg 233w, https:\/\/ebooks.inflibnet.ac.in\/statp08\/wp-content\/uploads\/sites\/138\/2018\/12\/9698_et_autocorrelation_i_text-5-768x988.jpg 768w, https:\/\/ebooks.inflibnet.ac.in\/statp08\/wp-content\/uploads\/sites\/138\/2018\/12\/9698_et_autocorrelation_i_text-5-796x1024.jpg 796w, https:\/\/ebooks.inflibnet.ac.in\/statp08\/wp-content\/uploads\/sites\/138\/2018\/12\/9698_et_autocorrelation_i_text-5-65x84.jpg 65w, https:\/\/ebooks.inflibnet.ac.in\/statp08\/wp-content\/uploads\/sites\/138\/2018\/12\/9698_et_autocorrelation_i_text-5-225x290.jpg 225w, https:\/\/ebooks.inflibnet.ac.in\/statp08\/wp-content\/uploads\/sites\/138\/2018\/12\/9698_et_autocorrelation_i_text-5-350x450.jpg 350w\" sizes=\"auto, (max-width: 1233px) 100vw, 1233px\" \/><\/p>\n<p><img loading=\"lazy\" decoding=\"async\" class=\"alignnone size-full wp-image-175\" src=\"http:\/\/statp08.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/138\/2018\/12\/9698_et_autocorrelation_i_text-6.jpg\" alt=\"\" width=\"993\" height=\"413\" srcset=\"https:\/\/ebooks.inflibnet.ac.in\/statp08\/wp-content\/uploads\/sites\/138\/2018\/12\/9698_et_autocorrelation_i_text-6.jpg 993w, https:\/\/ebooks.inflibnet.ac.in\/statp08\/wp-content\/uploads\/sites\/138\/2018\/12\/9698_et_autocorrelation_i_text-6-300x125.jpg 300w, https:\/\/ebooks.inflibnet.ac.in\/statp08\/wp-content\/uploads\/sites\/138\/2018\/12\/9698_et_autocorrelation_i_text-6-768x319.jpg 768w, https:\/\/ebooks.inflibnet.ac.in\/statp08\/wp-content\/uploads\/sites\/138\/2018\/12\/9698_et_autocorrelation_i_text-6-65x27.jpg 65w, https:\/\/ebooks.inflibnet.ac.in\/statp08\/wp-content\/uploads\/sites\/138\/2018\/12\/9698_et_autocorrelation_i_text-6-225x94.jpg 225w, https:\/\/ebooks.inflibnet.ac.in\/statp08\/wp-content\/uploads\/sites\/138\/2018\/12\/9698_et_autocorrelation_i_text-6-350x146.jpg 350w\" sizes=\"auto, (max-width: 993px) 100vw, 993px\" \/><\/p>\n<p><strong>List of References<\/strong><\/p>\n<p>&nbsp;<\/p>\n<p>1. Basic Econometrics &#8211; D. Gujarati, Chapter 2<\/p>\n<p>2. Introduction to linear regression analysis &#8211; D. Montogomery, Elizabeth A. Peck and\u00a0Geoffrey Vining, Edition 4.<\/p>\n<p>3. Applied regression analysis: A research tool &#8211; John O. Rawlings, Sastry G. Pantula\u00a0and David A. Dickey. 2nd edition<\/p>\n<p>4. The Theory and Practice of Econometrics &#8211; Judge, Griffiths, Hill, Lutkepohl and Lee<\/p>\n<p>5. http:\/\/www.ats.ucla.edu\/stat\/r\/dae\/tobit.htm<\/p>\n<p>6. https:\/\/cran.r-project.org\/web\/packages\/censReg\/vignettes\/censReg.pdf<\/p>\n<p>&nbsp;<\/p>\n<p><strong>Related R resources<\/strong><\/p>\n<p>&nbsp;<\/p>\n<p>1. CRAN stats package :https:\/\/stat.ethz.ch\/R-manual\/R-devel\/library\/stats\/html\/00Index.html<\/p>\n<p>2. Practical regression and anova using R. &#8211; Julian J. Faraway.<\/p>\n","protected":false},"author":3,"menu_order":16,"template":"","meta":{"_acf_changed":false,"pb_show_title":"on","pb_short_title":"","pb_subtitle":"","pb_authors":["prof-pooja-sengupta"],"pb_section_license":""},"chapter-type":[],"contributor":[58],"license":[],"class_list":["post-168","chapter","type-chapter","status-publish","hentry","contributor-prof-pooja-sengupta"],"part":3,"_links":{"self":[{"href":"https:\/\/ebooks.inflibnet.ac.in\/statp08\/wp-json\/pressbooks\/v2\/chapters\/168","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/ebooks.inflibnet.ac.in\/statp08\/wp-json\/pressbooks\/v2\/chapters"}],"about":[{"href":"https:\/\/ebooks.inflibnet.ac.in\/statp08\/wp-json\/wp\/v2\/types\/chapter"}],"author":[{"embeddable":true,"href":"https:\/\/ebooks.inflibnet.ac.in\/statp08\/wp-json\/wp\/v2\/users\/3"}],"version-history":[{"count":3,"href":"https:\/\/ebooks.inflibnet.ac.in\/statp08\/wp-json\/pressbooks\/v2\/chapters\/168\/revisions"}],"predecessor-version":[{"id":178,"href":"https:\/\/ebooks.inflibnet.ac.in\/statp08\/wp-json\/pressbooks\/v2\/chapters\/168\/revisions\/178"}],"part":[{"href":"https:\/\/ebooks.inflibnet.ac.in\/statp08\/wp-json\/pressbooks\/v2\/parts\/3"}],"metadata":[{"href":"https:\/\/ebooks.inflibnet.ac.in\/statp08\/wp-json\/pressbooks\/v2\/chapters\/168\/metadata\/"}],"wp:attachment":[{"href":"https:\/\/ebooks.inflibnet.ac.in\/statp08\/wp-json\/wp\/v2\/media?parent=168"}],"wp:term":[{"taxonomy":"chapter-type","embeddable":true,"href":"https:\/\/ebooks.inflibnet.ac.in\/statp08\/wp-json\/pressbooks\/v2\/chapter-type?post=168"},{"taxonomy":"contributor","embeddable":true,"href":"https:\/\/ebooks.inflibnet.ac.in\/statp08\/wp-json\/wp\/v2\/contributor?post=168"},{"taxonomy":"license","embeddable":true,"href":"https:\/\/ebooks.inflibnet.ac.in\/statp08\/wp-json\/wp\/v2\/license?post=168"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}