Figure 8.4 also shows the estimates of the regression coefficients with the standard errors recomputed on the assumption that the autoregressive parameter estimates equal the true values. Predicted ...

A standardized regression coefficient is created by transforming all variables in the model to have a mean of zero and a standard deviation of 1.0. This allows the standardized coefficients to be ...

I. I. Berenblut, G. I. Webb, A New Test for Autocorrelated Errors in the Linear Regression Model, Journal of the Royal Statistical Society. Series B (Methodological), Vol. 35, No. 1 (1973), pp. 33-50 ...