According to the statistical data of China's fiscal revenue Y and GDP X during 1978-20000,

匿名用户 最后更新于 2021-06-29 12:38 其他 All Others

According to the statistical data of China's fiscal revenue Y and GDP X during 1978-20000, the following econometric model can be established:

Please answer the following questions:

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(1) What is the autocorrelation of econometric models?

(2) Test whether there is first-order autocorrelation and related direction in this model. Why?

(3) What influence will autocorrelation have on the econometric model established?

(The critical value: dL=1.24, du =1.43 )

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