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  1. autocorrelation - What does it mean for a time series to be ...

    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.

  2. What's the difference between multicollinearity and autocorrelation?

    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 only one of those.

  3. What's the purpose of autocorrelation? - Cross Validated

    Sep 16, 2019 · 10 First, I think you mean what is the purpose of evaluating autocorrelation and dealing with it. If you really mean the "purpose of autocorrelation" then that's philosophy, not statistics. …

  4. What's the deal with autocorrelation? - Cross Validated

    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 one not …

  5. Spatial autocorrelation correction with glmmTMB - Cross Validated

    Apr 19, 2023 · The help info says you can have residual spatial autocorrelation even if the model takes care of it. I added the command rotation="estimated" during the recalculation and the autocorrelation …

  6. Autocorrelation in linear mixed models (lme) - Cross Validated

    Jul 7, 2020 · You can compare whether random effects or autocorrelation is a better choice by using anova() or AIC. But before you start to worry about autocorrelation, make sure that you sort the …

  7. What is autocorrelation function? - Cross Validated

    Nov 21, 2013 · Can somebody explain autocorrelation function in a time series data? Applying acf to the data, what would be the application?

  8. How to test the autocorrelation of the residuals?

    You don't need to test for autocorrelation. It is there. The plot shows that. You could look at the autocorrelation function of these residuals (function acf()), but this will simply confirm what can be …

  9. How to deal with autocorrelation in mixed models

    Jul 7, 2020 · I tried first to apply a linear mixed model (lme) and I had a problem of autocorrelation and non-normality of residuals. Next, I tried to apply a GLM with Poisson and negative binomial …

  10. correlation - How can the autocorrelation function of an oscillating ...

    Jan 9, 2022 · After taking the autocorrelation of this time series, I see that it's nearly always positive. Here's the normalized autocorrelation of my time series: (a) is a zoomed out autocorrelation, and (b) …