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Glen_b
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I am attempting to use an autorrelationa significant valueautocorrelation (>ciwhere it lies outside a 95% interval around 0) indicating periodicity of a signal and use it as predictive variable in a regression.

If e.g., for example, there's a significant autocorelationautocorrelation at frequency 3, does this mean that I can use the time series as predictor of itself by placing toguethertogether the last signal toguether with a 3 period lag? Or as I have read autocorrelation does not indicate where in time the significant periodicity occurs just the how frequently it occurs. However if I have 3 periods lag, I have 3 choices (is- is this thinking correct)?

I am attempting to use an autorrelation significant value (>ci 95%) indicating periodicity of a signal and use it as predictive variable in a regression.

If e.g. significant autocorelation at frequency 3, does this mean that I can use the time series as predictor of itself by placing toguether the last signal toguether with a 3 period lag? Or as I have read autocorrelation does not indicate where in time the significant periodicity occurs just the how frequently it occurs. However if I have 3 periods lag, I have 3 choices (is this thinking correct)

I am attempting to use a significant autocorrelation (where it lies outside a 95% interval around 0) indicating periodicity of a signal and use it as predictive variable in a regression.

If, for example, there's a significant autocorrelation at frequency 3, does this mean that I can use the time series as predictor of itself by placing together the last signal with a 3 period lag? Or as I have read autocorrelation does not indicate where in time the significant periodicity occurs just the how frequently it occurs. However if I have 3 periods lag, I have 3 choices - is this correct?

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whuber
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Barnaby
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Autocorrelation for regression

I am attempting to use an autorrelation significant value (>ci 95%) indicating periodicity of a signal and use it as predictive variable in a regression.

If e.g. significant autocorelation at frequency 3, does this mean that I can use the time series as predictor of itself by placing toguether the last signal toguether with a 3 period lag? Or as I have read autocorrelation does not indicate where in time the significant periodicity occurs just the how frequently it occurs. However if I have 3 periods lag, I have 3 choices (is this thinking correct)