Residual Analysis for Auto-Correlated Econometric Model
Residual Analysis for Auto-Correlated Econometric Model作者机构：Department of Mathematics Al Qunfudha University College Umm Al Qura University Al Qunfudha KSA
出 版 物：《Open Journal of Statistics》 (统计学期刊（英文）)
年 卷 期：2019年第9卷第1期
页 面：48-61页
学科分类：1002[医学-临床医学] 100214[医学-肿瘤学] 10[医学]
主 题：ARIMA Model Autocorrelation GDP Residual Analysis
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.
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