Question: If we are using least squares regression for time series forecasting and we find that we have autocorrelation, what should we do: If we are
If we are using least squares regression for time series forecasting and we find that we have autocorrelation, what should we do: If we are using least squares regression for time series forecasting and we find that we have autocorrelation, what should we do:
transform the x variables
transform the y variables
use an autoregressive error model instead
nothing, just be aware that we should not interpret the betas
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