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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