Statistical method | Autocorrelation adjustment | Abbreviation |
---|---|---|
Ordinary least squares | None | OLS |
Newey-West standard error adjustment with lag-1 autocorrelation | NW | |
Generalised least squares | Prais-Winsten | PW |
Restricted maximum likelihood | Lag-1 autocorrelation model | REML |
Lag-1 autocorrelation model with small sample Satterthwaite approximation | REML-Satt | |
Autoregressive integrated moving average | Lag-1 autocorrelation model (i.e. ARIMA(1,0,0)) | ARIMA |