Felicity stared at the rooms. Gavin had granted her permanent residence in the set of rooms instead of the cage. It was painted in soft colors and furnished with custom furniture. 1,022 more words
Tags » GLS
Autocorrelation is “fixed” by using GLS or FGLS rather than OLS to estimate the parameters.
In practice, p is rarely known and FGLS is used. There are two slightly different for FGLS estimation of the AR(1) model – Cochrane-Orcutt and Prais-Western. 22 more words