When is it necessary to include the lag of the dependent variable in a regression model and which lag?
The data we want to use as dependent variable looks like this (it is count data). We fear that since it has a cyclic component and trend structure the regression turns out to be biased somehow. We ...
I often have datasets where there are many animals, in several treatment groups, and each animal's body weight is measured at regular intervals over the course of its lifetime. The response of body ...
We are trying to create auto-correlated random values which will be used as timeseries. We have no existing data we refer to and just want to create the vector from scratch. On the one hand we need ...
I have what I would call a pseudo panel, where my dependent variable varies over time and space (regional death counts), but my x variable of interest does not (national wage time series). Basically, ...
Using autocorrelation plots to choose the number of inputs for a neural network predicting time series
A neural network applied to time series needs to have the number of input nodes defined. Each input is applied to a time point previous to the current point being predicted. If $D$ is the number of ...