دراسه مقارنه لبواقي المربعات الصغرى (LS Residuals) والبواقي التعاقبيه (Recursive Residuals والبواقي (BLUS Residuals) في اختبار مشكله عدم التجانس والارتباط الذاتي في نماذج الانحدار الخطي

Abstract

This Research has discussed a comparative study of the least square residuals (LS), recursive residuals and the best linear unbiased scalar residuals (BLUS). Tests to the problems of Herero's kedasticity   and Autocorrelation have been used .in the use of a regression model represents the relationship between the income and the consumption (k=2)  of parameters. A set of programs has been written in Matlab  language to find the BLUS residuals . The statistical   package  (Eviews7) has been used to find recursive residuals.                                                                                                              

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    It has been found that the least square residuals (LS) have agreed with the recursive residuals and the BLUS residuals in test of Heteroskedosticity, but it has disagreed with them in the Autocorrelation test.