Dear statalisters,
I am modeling a regression related to a time series. My original regression meets all the necessary requirements but contains autocorrelation.
To remove these from the model I am trying to add lags to the model, but every time I do this 1 of my created dummies shows a problem. What are possible solutions to fix this problem?
The ultimate goal is to obtain an arima model with which I can answer several questions.
Greetings,
Brend
reg seats lnprijsindex ticketssector Resaantalseconden L(0/7)Resfacebookadvertenties facebookadvertenties2 duurzaamheid duurzaamheid2 T T2 T3
> kwartaal1 kwartaal2 kwartaal3 fout1 fout2 fout3 outlier1
note: fout2 omitted because of collinearity
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