المقارنة بين أساليب معالجة مشكلة الارتباط الذاتي في النموذج الخطي بالتطبيق على بيانات الناتج المحلي الاجمالي السوداني في الفترة (2005 م-2013 م)‎

Abstract EN

This study aimed to identify the suitability of the estimating Sudanese Gross Domestic Product (GDP) model of economic and statistical criteria parameters.The researcher followd the descriptive analytic method, Sample under study and application are GDP from the Sudanese Central Bureau of Statistics during the period (2005- 2013), According to (Breusch-Godfrey Serial Correlation LM Test) test, and (p- value), the results conclude to existent of Autoregretion within the random errors.

The problem is solved by using (General Difference Method, The first difference Method and Independent Lag Method).

By comparing the results of difference methods, it did not show a difference between them befor disposing of the Autoregretion prpblem.

It showed a very high value of significant in the independent variables (p- value = 0.000) and great value in (R2 = 1.000).

This, ofcourse, good results which can be reliable in assessing Sudanese (GDP).However, the model estimate by getting rid of the problem of Autoregretion leads to erroneous statistical results, so we must get rid of this problem as one of the econometrics problems.

This research recommended the usage of any model which was done in this research after good riddance of the Autoregretion problem