Which of the Following Is One Way to Detect Autocorrelation

question 18

Multiple Choice

Which of the following is one way to detect autocorrelation?

• A) Estimate a standard OLS model and look at sign of coefficient.
• B) Graph the residuals over time.
• C) Estimate an auxiliary regression where the value of X is the dependent variable and the lagged value of X is the independent variable.
• D) Estimate an auxiliary regression where the value of e (the residual) is the dependent variable and the lagged value of X is the independent variable.

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United States

A country primarily located in North America, comprising 50 states, a federal district, five major self-governing territories, and various possessions.

Obesity

A medical condition characterized by excessive body fat that presents a risk to health, often measured by body mass index (BMI).

Cardiovascular Disease

A general term for conditions affecting the heart or blood vessels, often related to atherosclerosis or the build-up of plaque in the arteries.

United States

A federal republic composed of 50 states, a federal district, five major self-governing territories, and various possessions, known for its influence on global culture, economy, and politics.