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 one not …

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 such a …

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 lag …

Aug 19, 2015 · What is the relationship between autocorrelation and non-stationary? Is it true that non-zero autocorrelation $\\implies$ non-stationary, but not vice versa?

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 estimators by …

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: The Durbin …

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 demonstrati...

Oct 23, 2016 · I'm trying to understand the meaning of cut off and tails off in time series plot of ACF and PACF. What "Cut off after lag" mean? This about limit? What "Tails off" mean? In the example …