Statistical modeling of the depending dollar against the ruble on oil prices

This article analyzes the dependence of the US dollar against the ruble on the price of oil brand Brent. A simple linear regression model, in which an irregularity preconditions for autocorrelation regression errors, was created. Two methods resolve this issue: using the Cochrane-Orcutt procedure and by introducing additional lagged variables. As a result, adequate regression model with lagged variables was created.