In article <[EMAIL PROTECTED]>, Evelyn <[EMAIL PROTECTED]> wrote: >Is there a sequence to follow when correcting for heteroschedasticity, >autocorrelation, stationarity, etc.? What should be detected first and >corrected? Does it make a difference?
Should any of them be "corrected"? It depends on the precise assumptions of your model, and it is more likely that if any unusual action should be taken, it will not be in the direction of correction for some, if any, of these. -- This address is for information only. I do not claim that these views are those of the Statistics Department or of Purdue University. Herman Rubin, Department of Statistics, Purdue University [EMAIL PROTECTED] Phone: (765)494-6054 FAX: (765)494-0558 . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
