Timeline for What to do with time series model, if residuals are autocorrelated for a certain lag?
Current License: CC BY-SA 4.0
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| Apr 29, 2022 at 18:56 | comment | added | IrishStat | The apparemtly seasonal structure can often be the resultd of an omitted set of seasonal pulses (in this case 23 seasonal dummies) rather than an autogressive seasonal structure (lag 24) as you are suggesting. | |
| Apr 23, 2022 at 11:01 | history | answered | Hugo B | CC BY-SA 4.0 |