1Professor & Head, Dept. of Statistics, S.V. University, Tiruapti
2Assistant Professor, Dept. of Statistics, Agricultural College, Rajahmundry
3Reader & Head, Dept. of Statistics, J.B. Degree College, Kavali
4Senior Statistical Analyst, APPlabs, Hyderabad
5Research Scholar, Dept. of Statistics, S.V. University, Tirupati
6Research Scholar, Dept. of Statistics, S.V. University, Tirupati
Online published on 6 December, 2013.
In the present study, non-parametric and parametric tests have been proposed for autocorrelation by using studentized residuals. These two tests have been developed respectively based on Geary (1970) and Durbin – Watson (1950) test statistics. Further, a simple remedial method has been suggested to solve the problem of autocorrelation with regard to the linear regression model with first order autoregressive scheme for errors.
Autoregressive scheme for errors, Non-parametric and parametric tests, Autocorrelation
