Jurnal Statistika Universitas Muhammadiyah Semarang
Vol 13, No 2 (2025): Jurnal Statistika Universitas Muhammadiyah Semarang

Hildreth-Lu Model for Autocorrelation Correction in Time-Series Regression of Shrimp Growth Perfomance

Febriyani Eka Supriatin (Universitas Brawijaya)
Aulia Rahmawati (Universitas Brawijaya)
Muhammad Dailami (Universita Brawijaya)



Article Info

Publish Date
15 Dec 2025

Abstract

Autocorrelation frequently occurs in time-series regression models, leading to inefficient estimators and biased inference when ignored. This study analyzed the relationship between water quality parameters and shrimp growth performance by applying the Hildreth–Lu iterative method to correct autocorrelation. The dataset consisted of Specific Growth Rate (SGR) as the dependent variable and three water-quality parameters—temperature, pH, and dissolved oxygen (DO)—as explanatory variables, with pond type included as a dummy factor. The initial Ordinary Least Squares (OLS) estimation revealed that temperature and pH significantly affected SGR, while the Durbin–Watson (DW) value of 0.878 indicated positive autocorrelation in the residuals. After applying the Hildreth–Lu correction, the estimated autocorrelation coefficient (ρ) was 0.64, and the DW statistic improved to 2.03, confirming that serial correlation had been successfully removed. The corrected model provided more efficient and unbiased parameter estimates without requiring data transformation or loss of observations. The results confirm that temperature is the most influential factor in shrimp growth, while pH, DO, and pond type showed no significant effects. The study highlights the importance of autocorrelation diagnostics in regression analysis and demonstrates that the Hildreth–Lu method is an effective and reliable approach for improving model efficiency in small-sample time-series data

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Journal Info

Abbrev

statistik

Publisher

Subject

Decision Sciences, Operations Research & Management

Description

Focus and Scope a. Statistika Teori, Statistika Komputasi, Statistika terapan b. Matematika Teori dan Aplikasi c. Design of ...