仍然考虑上面的例子，使用迭代法消除自变量的自相关性，设DW. 对消除自

仍然考虑上面的例子，使用迭代法消除自变量的自相关性，设DW. 对消除自相关后的数据建立泊松回归模型ln(')=a+b.为确保模型的稳健性，模型参数不妨设定为一阶自回归模型参数a = -0.036和b =0.6887，回归调整的泊松EWMA统计量可以表示为：

Still considering the above example, using the iterative method to eliminate the autocorrelation of independent variables, let DW Poisson regression model ln (')=a+b. For the data after the autocorrelation is eliminated, to ensure the robustness of the model, the model parameters may be set as first-order autoregressive model parameters a=-0.036 and b=0.6887, and the regression adjusted Poisson EWMA statistics can be expressed as:

Still considering the above example, use iterative method to eliminate the autocorrelation of independent variables, and let DW. Establish Poisson regression model LN (') = A+B. To ensure the robustness of the model, the model parameters may be set as first-order autoregressive model parameters a = -0.036 and b =0.6887, and the Poisson EWMA statistics of regression adjustment can be expressed as: