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最小二乘回归中的序列相关检验（三）AI 解读

The paper considers a number of problems arising from the test of serial correlation based on the d statistic proposed earlier by the authors (Durbin & Watson, 1950, 1951). Methods of computing the exact distribution of d are investigated and the exact distribution is compared with six approximations to it for four sets of published data. It is found that approximations suggested by Theil and Nagar and by Hannan are too inaccurate for practical use but that the beta…

最小二乘回归中的序列相关检验：第三篇AI 解读

The paper considers a number of problems arising from the test of serial correlation based on the d statistic proposed earlier by the authors (Durbin & Watson, 1950, 1951). Methods of computing the exact distribution of d are investigated and the exact distribution is compared with six approximations to it for four sets of published data. It is found that approximations suggested by Theil and Nagar and by Hannan are too inaccurate for practical use but that the beta…

关于循环多元分布的一则札记AI 解读

In Anderson's (1941) paper on the distribution of serial correlation coefficients, Hotelling's suggestion of a circular definition of these coefficients appears. Since then this device has been used constantly to lighten the mathematical difficulties in serial correlation theory. There has, however, been no suggestion that the model would ever be a good approximation in practice—the reverse has always been suggested in fact. It is the purpose of the present note to point out…