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Archive for March 6th, 2008

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Mar6

My notes on Cochrane-Orcutt: Applied to GMST.

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Today, I’m going to try to apply Cochrane-Orcutt a method that could be used to deal with serial autocorrelation in residuals to a linear regression. I hadn’t done this before, so I hunted down some references, and read how it’s supposed to be done.
I have some result– but the problem is I really [...]

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