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  • 标题:Residual Analysis for Auto-Correlated Econometric Model
  • 本地全文:下载
  • 作者:Habib Ahmed Elsayir
  • 期刊名称:Open Journal of Statistics
  • 印刷版ISSN:2161-718X
  • 电子版ISSN:2161-7198
  • 出版年度:2019
  • 卷号:9
  • 期号:1
  • 页码:48-61
  • DOI:10.4236/ojs.2019.91005
  • 出版社:Scientific Research Publishing
  • 摘要:The aim of this article is to provide residual analysis for a time series data of Gross Domestic Product (GDP) of the Sudan. An econometric time series model with macroeconomic variables is conducted to examine the goodness of fit using residual. Many statistical tests are used in time series models in order to make it a stationary series. After applying these tests, the time series became stationary and integrated; thus, Box-Jenkins procedure is used for the determination of ARIMA, AR (0,1,0) in this study. This identified technique is useful for analyzing this study.
  • 关键词:ARIMA Model;Autocorrelation;GDP;Residual Analysis
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