Question

In the multiple linear regression model with estimation by ordinary least squares, why must we make an analysis of the scatter plot indices 1, 2,. . . , n and with the residuals ei for observations that are somehow ordered (for example, in time)? And what is the purpose of analyzing the sample autocorrelation function?

Answer 1

Answer:

  what is the purpose of analyzing the sample autocorrelation function?

Answer:

• Obviously the average sample  autocorrelation function  is moving toward a drive, as wanted by definition for repetitive sound. ... At lag, the autocorrelation function of a zero-mean irregular procedure reduces to the variance: The variance  can likewise be known as the average  power or mean square.
• The standardization is significant both on the grounds that the interpretation  of the autocorrelation as a relationship gives a scale free measure  of the strength  of statistical dependence , and in light of the fact that the standardization affects the statistical properties of the estimated autocorrelations.
• partial autocorrelation work. ... It appears differently in relation to the autocorrelation work, which does not control for different lags. This function plays an significant job in information examination went for distinguishing the degree of the lag  in an autoregressive model.