To execute the testThe tool supports interface of Foresight Analytics Platform 9 or earlier.
The test checks linear regression model residuals for autocorrelation.
Test parameters:
Explanatory Variables. Factors that affect the behavior of the output variable. By default, the list includes all factors of the tested linear regression model. The Factor checkbox indicates that the factor is included into the test. All factors are involved in the test by default. Deselect the checkbox to exclude the factor from the test. The number of explanatory variables should be at least one.
Autoregression Order. Value of the autoregression order for the tested linear regression model.
Significance Level. The significance level value, at which the hypothesis is rejected.
The results are displayed as a table containing:
The following is given for each statistics: value, statistics probability and the test result (whether the hypothesis of no residual autocorrelation is accepted or rejected).
Model Coefficients. Regression coefficients calculated at the selected factors (including autoregression members).
NOTE. If test parameters have been specified incorrectly, the result table is not displayed. An error message is displayed instead of the table.
The example of the results table:
See also: