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tp4631329
2012 May 25
1
Problem with Autocorrelation and GLS Regression
...2
Log likelihood 430.9460 Hannan-Quinn criter. -6.874637
F-statistic 7.033211 Durbin-Watson stat 2.070520
Prob(F-statistic) 0.001289
Inverted AR Roots -.31
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