now if you violate any of the assumptions ordinary squares, right, then the procedure will produce or may produce misleading results, we can only be confident in statistical terms about ordinary leased squares parameters, right, because we know and show in theory that they hold providing a number of assumptions are met, like you have serially uncorrelated errors, right, we don't have m multi co-linearity amongst the regresses, right, we have constant variance throughout the sample  now if any of those er assumptions are breached, violated then our, any statistical results that are generated from erm the technique that assumes that those assumptions haven't been breached erm are invalidated and we can get very misleading er parameter estimates, right, in the presence of auto correlation or multi-linearity erm.