Revisiting simple linear regression with autocorrelated errors

Keyphrases

• Simple Linear Regression 100%
• Regression with Autocorrelated Errors 100%
• Parameter Estimation 50%
• Confidence Interval 50%
• Autocorrelation 50%
• Moving Average 50%
• Regression Parameters 50%
• Generalized Least Squares Estimator 50%
• First-order Autoregression 50%
• Ordinary Least Squares Estimator 50%
• Autocorrelation Structure 50%
• Trend Slope 50%
• Autocorrelated Errors 50%

Mathematics

• Variance 100%
• Autocorrelation 100%
• Simple Linear Regression 100%
• Confidence Interval 50%
• Explicit Expression 50%
• Generalized Least Squares 50%
• Square Estimator 50%
• Moving Average 50%
• Autoregression 50%
• Regression Parameter 50%
• Time Series 50%
• Time Series Analysis 50%