moving average erros

#1
hi, my regression has a problem. specifically, the error terms have a moving average. i want to correct that. one way is by using method of moments but i have not the slightest idea how to do this. i ll appreciate any help.

thank you in advance
 

Englund

TS Contributor
#2
One way of taking that into account is to turn to time series methods. Try model this by using a GARCH-model (Generalized AutoRegressive Conditional Heteroskedasticity).