Economics · Econometrics
The existence of autocorrelation in a linear regression model implies that:
Verified Solution4 OptionsUpdated: October 2026👁️1 View
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- 1there is correlation between the dependent variable and its lagged values only
- 2there is correlation between the dependent variable and the explanatory variables
- 3the explanatory variables of the model are correlated with each other
- 4the disturbance terms of the model are correlated over time or across observations✓
Correct answer
the disturbance terms of the model are correlated over time or across observations
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