# Tagged Questions

46 views

### Summing variance of autocorrelated timeseries

Problem: When trying to calculate the variance of timeseries sums I get a negative variance, mostly due to autocovariances at large lag steps. Does not seem realistic. I have a timeseries which is ...
21 views

### Calculating Autocorrelation in R with acf [migrated]

I am trying to calculate the ACF by usingcor function in R. Also trying to replicate the results from this site: ...
107 views

### GLM with Temporal Data

This is my first post on here, looking for some help. I am relatively new to analysis of temporal datasets. I have experience with R and developing linear models, so I am trying to figure out if the ...
188 views

### Construct confidence interval of the mean for auto-correlated data

I feel like I'm missing something obvious, but here we go. I have auto-correlated data measured in triplicate for two (or more) treatments. Something like this: ...
37 views

### Comparings BIC of lme models with and without a correlation function

I have created an lme model using the same predictors both with and without a specified correlation structure based upon distance between the points (lat/long). I ...
21 views

### Convergence problems created by jittered coordinates

I am creating a mixed model and including a spatial correlation. My data points include lat long values although some are duplicated. I have two questions about dealing with these. To specify the ...
169 views

### SARIMA estimation

I am trying to manually estimate the non-seasonal components of an SARIMA (p,d,q)x(P,D,Q)[s]. I thought the estimation is going the same way like in ARIMA, but the output says somehow something ...
104 views

### Why is Moran's I not equal to “-1” in perfectly dispersed point pattern

Is wikipedia wrong...or I don't understand it? Wikipedia: The white and black squares ("chess pattern") are perfectly dispersed so Moran's I would be −1. If the white squares were stacked to one ...
11 views

### Issues with using gstat package [duplicate]

I was trying to use the gstat package to estimate the variogram. However, I ran in some issues. I had my synthetic data dram from a gaussian distribution with given correlation matrix. I didn't get ...
147 views

### Stuck at analyzing large and complex data set

I've got an extremely large and complex dataset and getting frustrated with the analysis. In essence, my target question is a simple one. I am comparing insect flower visitation on >30 plant types. ...
189 views

### User-defined correlation matrix in R package nlme with negative values

I have a nonlinear model with residuals that are negatively autocorrelated at short distances. I can find no spatial correlation structures in nlme that can ...
69 views

### regression: handling negative autocorrelation in R?

I am running a regression in the R package nlme (but am not constrained to only that package). I am changing the spatial scale of the analysis over a few regression runs as a form of sensitivity ...
167 views

### Confidence bands in case of fitting ARIMA in R?

I want to look at the acf and pacf of my data, to identify the model for my mean equation, so I want to fit an ARMA for my mean equation and later on model the conditional variance by a ARCH/GARCH (I ...
596 views

### Correlogram in R like in Stata?

In STATA I can create a "Correlogram" to find the appropriate lag order in case of time series. E.g. I know I can use the acf or Acf of the forecast package to calculate the ACF and PACF and to ...
402 views

### Omit 0 lag order in ACF plot

How can I omit the zero lag order in an acf plot? See this picture: generated by ...
134 views

### Fancy Autocorrelation plot of rugarch package?

On page 26 in the rugarch package you can see plots of autocorrelations. I want to use this autocorrelation plots, but not for my final model checking, but for my model identification. So these are ...
187 views

### What to do about Seasonality Patterns in ACF, Time Series Data

I'm dealing with a time series data and I'm trying to construct a time series model for this particular dataset. I'm new to R and tried using the the auto.arima ...
188 views

### Autocorrelation in Residuals for VAR model

I am making some macro three-variable VAR models in R, where one of my models have autocorrelation in the residuals, as tested by a B-G LM test. The two models are: ...
202 views

### Multivariate values to acf() in R

I am trying to understand the concept of auto correlation and I am looking for some help to clear some doubts regarding my data. I have a time series data and it has repeated experiments. Each sample ...
91 views

### Autocorrelation of nonstationary IMA(1,1) process

I knwo that the autocorrelation in MA(1) process varies between -.5 and +.5, if we consider d(t)=c+e(t)−θ⋅e(t−1),then for positive values of Theta, autocorrelation is negative and for negative values ...
62 views

### finding x intercept from a set of values

I have run an ACF on a function in R and it returns: Autocorrelations of series ‘sine.curve’, by lag ...
245 views

### How to model binary dependent data with temporal autocorrelation?

I am trying to model annual tree nut production using climate predictors. The nut data (dependent) is a binary timeseries (0,1 - representing unsuccessful and successful nut production), with one ...
947 views

### Box-Ljung test on white noise series

I generate this data in R: set.seed(111) ds=rnorm(1000) When I perform Box-Ljung test to test the independency: ...
103 views

### (Quantile regression) AR(1) variable in the design matrix

I'm not doing a pure QAR (quantile auto regression) but I do have a lagged dependent variable (AR(1)) as a predictor. I'm using the quantreg package in ...
75 views

### Is there any free software for Oden's Ipop?

I'm trying to use software that has an Oden's Ipop Statistics function for testing spatial autocorrelation adjusted for population. I prefer knowing if something is available for FREE. I have ...
535 views

### Linear Regression and Spatial-Autocorrelation

I want to predict Tree Heights in a certain area using some variable obtained through remote sensing. Like approximate Biomass, etc. I want to first use a linear regression (I know it's not the best ...
1k views

### Why does including latitude and longitude in a GAM account for spatial autocorrelation?

I have produced generalized additive models for deforestation. To account for spatial-autocorrelation, I have included latitude and longitude as a smoothed, interaction term (i.e. s(x,y)). I've based ...
107 views

### Discriminant analysis with random effects

Is it possible to do discriminant analysis with random effects? Is there an R package for this? Context: I have habitat use data for two species of frogs from radio telemetry, but nested within ...
2k views

### Most appropriate way to make a time series stationary? (i.e. remove serial correlation?)

So I have this data set of 56 users with 52 weeks worth of weekly average data for blood pressure and exercise level recordings. I would like to use change point analysis ...
1k views

### Creating auto-correlated random values in R

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 ...
2k views

### Fitting multiple linear regression in R: autocorrelated residuals

I'm trying to estimate a multiple linear regression in R with an equation like this: regr <- lm(rate ~ constant + askings + questions + 0) askings and ...
192 views

### How to analyze GEE with unevenly spaced observations?

I am interested in using Generalized Estimating Equations (GEE) to model longitudinal count data. I recorded animal count observations on the same sites on many days but the spacing of the ...
896 views

### How to analyze longitudinal count data: accounting for temporal autocorrelation in GLMM?

Hello statistical gurus and R programming wizards, I am interested in modeling animal captures as a function of environmental conditions and day of the year. As part of another study, I have counts ...
10k views

### How to test the autocorrelation of the residuals?

I have a matrix with two columns that have many prices (750). In the image below I plotted the residuals of the follow linear regression: ...
2k views

### Formula for autocorrelation in R vs. Excel

I am trying to figure out how R computes lag-k autocorrelation (apparently, it is the same formula used by Minitab and SAS), so that I can compare it to using Excel's CORREL function applied to the ...
480 views

### How to exploit periodicity to reduce noise of a signal?

100 periods have been collected from a 3 dimensional periodic signal. The wavelength slightly varies. The noise of the wavelength follows Gaussian distribution with zero mean. A good estimate of the ...
2k views

### Simple linear model with autocorrelated errors in R

How do I fit a linear model with autocorrelated errors in R? In stata I would use the prais command, but I can't find an R equivalent...