One of the ways to overcome the autocorrelation problem in a regression forecasting model is to increase the level of significance for the F test

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Quizplus · Accepted Answer

Increasing the level of significance for the F test does not address the autocorrelation problem in a regression model; instead, methods like using lagged variables, differencing the data, or employing generalized least squares are appropriate solutions.

One of the Ways to Overcome the Autocorrelation Problem in a Regression