EntityQ1401229· pop 6· linked from 12 articlesError correction modelSign in to savetype of time series modelConnectionsdependent and independent variablesEntityInternational Standard Book NumberEntitydigital object identifierEntityeconometricsEntityJSTOREntityMonte Carlo methodEntityregression analysisEntityClive GrangerEntityRobert F. EngleEntitytime seriesEntitystatistical significanceEntityrandom walkEntitypower of a testEntityconvergence of random variablesEntitystationary processEntitymarginal propensity to consumeEntitycoefficient of determinationEntityspurious relationshipEntityy-interceptEntityDurbin–Watson statisticEntityCategoriesEconometric modelsError detection and correctionTime series models