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.

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 …

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, 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 …

Dec 3, 2024 · I was taught the autocorrelation in a time-series at lag k k is the correlation between all pairs of values separated by this lag. Suppose I want to give it a go and calculate it …

Jan 3, 2025 · Autocorrelation, differences in means, whatever. Any autocorrelation you find in your sample data is "real". It's just a question of a) How likely it is that you got this level of …

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 23, 2024 · I was wondering if there are any noteworthy differences in how to correct for $\\text{AR}=1$ in a GAM, where time is continuous considering the three different methods …