Week 18 — Autocorrelation
ECON 3209 · Kerala Agricultural University
Autumn 2026
Week 18 Overview
Understand autocorrelation, detect it with Durbin-Watson and Breusch-Godfrey tests, and apply Cochrane-Orcutt correction in Python.
| Lecture 1 |
Nature & Causes |
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| Lecture 2 |
Detection Tests |
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| Lecture 3 |
Cochrane-Orcutt in Python |
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