Timeline for Understanding the violation of the independence assumption in regression analysis of time series
Current License: CC BY-SA 3.0
8 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Mar 18, 2017 at 23:26 | history | tweeted | twitter.com/StackStats/status/843242350830870530 | ||
| Mar 18, 2017 at 20:43 | vote | accept | user290335 | ||
| Mar 18, 2017 at 20:26 | history | edited | Silverfish | CC BY-SA 3.0 |
slight rephrasing and edited first picture so as not to have distracting handles
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| Mar 18, 2017 at 18:42 | answer | added | Chris Haug | timeline score: 6 | |
| Mar 18, 2017 at 18:19 | comment | added | user290335 | Hi, I added the autocorrelation plot and the Partial autocorrelation plot. I do not know how to interpret them. Can you please point me to a website where I can find more about this? So regarding what you said I cannot use the fitted values plot to see if there is or not autocorrelation? Also, the Durbin test is not enough to show that there is no autocorrelation as it is close to 2? | |
| Mar 18, 2017 at 18:17 | history | edited | user290335 | CC BY-SA 3.0 |
added 136 characters in body
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| Mar 18, 2017 at 18:06 | comment | added | Chris Haug | Did you take a look at the ACF and PACF plots of the residuals? If you can, post them. A raw plot of the residuals is not particularly helpful in identifying autocorrelation, and a plot of fitted vs residuals is not at all because there is no time ordering to the plot. | |
| Mar 18, 2017 at 17:58 | history | asked | user290335 | CC BY-SA 3.0 |