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 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.

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

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 …

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 …

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 …

Apr 10, 2013 · I was wondering what does it mean when time series residuals have autocorrelation? How should I deal with it?

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 …

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

Oct 26, 2013 · So I plotted the ACF/ PACF of oil returns and was expecting to see some positive autocorrelation but to my surprise I only get negative significant autocorrelation. How should I …