I’m working with time series data. Several variables among subjects are measured at intervals of two weeks over 1.5 years. The main goal is to estimate associations between different variables.
Consider a mixed model with AR(1) autocorrelation. In my sample, time points for measurements are irregular, so the spherical correlation between ordered observations in time may be imprecise. Alternately there is a random coefficient model. How does a random effect structure handle correlation between observations? If the autocorrelation between measurements within subject is constant no matter how far apart in time the measurements are, the model is not an option for me.