May 17, 2023 · I am familiar with computing the autocorrelation function of a time series as a function of time lag, but I am not sure what it means for a time series to itself be autocorrelated.

So why is autocorrelation a bad (or good) thing? 2.) The solution I've heard for dealing with autocorrelation is to diff the time series. Without trying to read the author's mind, why would …

When reading a VAR model tutorial I was confused by the below excerpt on the Portmanteau test for autocorrelation. My questions are: 1) How does one interpret the results of the below …

Sep 3, 2017 · I want to examine the residuals of a VAR and apply the LM test for serial correlation (autocorrelation) like in (this) blog post by Dave Giles. In my test, I first examine the optimum …

I have calculated autocorrelation on time series data on the patterns of movement of a fish based on its positions: X (x.ts) and Y (y.ts). By using R, I ran the following functions and produced the

Nov 11, 2015 · very easy to follow and helpful for a first timer like me to test for autocorrelation. I have found autocorrelation occuring in some of my linear regression models, but I haven't got …

Apr 10, 2013 · Statistically-significant autocorrelation of the residuals is a pattern -- your model's output differs from reality in a systematic way -- so your model needs work. Thank yoy for your …

Nov 11, 2020 · Additionally, if I made a model and I wanna validate the conditions necessary for it to be a good model, should I test both conditions (multicollinearity and autocorrelation)? or …

May 10, 2017 · Answers to your specific questions: Here are my answers to your specific questions about this estimation problem: 1) It is common for analysts to use these standard …

May 17, 2019 · The Durbin-Watson test tests for autocorrelation. However due to the particular nature of autocorrelation (positive and negative autocorrelation) there is a special test statistic: …