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Tag: autocorrelation test

Assumptions of Linear Regression

Understanding the Essence of Assumption Testing in Linear Regression Analysis: Prominent Differences between Cross-Sectional Data and Time Series Data

By Kanda Data / Date Mar 19.2024

Linear regression analysis has become one of the primary tools for researchers to explore the influence of independent variables on dependent variables. The Ordinary Least Squares (OLS) method has been a mainstay in conducting this linear regression analysis.

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Assumptions of Linear Regression

How to Calculate Durbin Watson Tests in Excel and Interpret the Results

By Kanda Data / Date Dec 18.2022

Researchers who use time series data in linear regression analysis with the OLS method need to conduct some of the required assumption tests. One of the assumption tests required in the regression is the autocorrelation test.

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Assumptions of Linear Regression

Autocorrelation Test on Time Series Data using Linear Regression

By Kanda Data / Date Jan 14.2022

The autocorrelation test is one of the assumptions of linear regression with the OLS method. On this occasion, I will discuss the autocorrelation test on time series data. Before discussing the autocorrelation test, you need to know first that the autocorrelation test was conducted on time series, not cross-sectional data.

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