IN STUDY OF TESTING SERIAL CORRELATION IN LEASTSQUARES REGRESSION

• Main Authors: Bo-Xiang Zeng, 曾柏翔
• Other Authors: Dr. Kui-Jang Wang
• Format: Others
• Language: zh-TW
• Published: 2012
• Online Access: http://ndltd.ncl.edu.tw/handle/88041637449458147867

碩士 === 淡江大學 === 數學學系碩士班 === 100 === This article is to use Durbin-Watson（1950）statistic to test the assumption of independence between the residuals. The statistical model has a hypothetical is assumption of independence of the residuals. Every residual is independent of each other. Observations do not affect each other. If violation of this assumption, estimator will be inefficient. Durbin-Watson（1950）wrote a paper in 1950, but as the theorems of the thesis and proof are deep. In this study, in order to give readers a better understanding of these theorems so these theorems are split into many small details as well as more in-depth inferences.