Skip to main content
Search type Search syntax
Tags [tag]
Exact "words here"
Author user:1234
user:me (yours)
Score score:3 (3+)
score:0 (none)
Answers answers:3 (3+)
answers:0 (none)
isaccepted:yes
hasaccepted:no
inquestion:1234
Views views:250
Code code:"if (foo != bar)"
Sections title:apples
body:"apples oranges"
URL url:"*.example.com"
Saves in:saves
Status closed:yes
duplicate:no
migrated:no
wiki:no
Types is:question
is:answer
Exclude -[tag]
-apples
For more details on advanced search visit our help page
Results tagged with
Search options not deleted user 388119

Autocorrelation (serial correlation) is the correlation of a series of data with itself at some lag. This is an important topic in time series analysis.

0 votes
0 answers
40 views

Evaluating linear regression model [duplicate]

For instance, is testing for stationarity strictly required when testing for auto-correlation (as non-stationary trends would exhibit autocorrelation)? …
joaocandre's user avatar
2 votes
0 answers
36 views

How to test for statistical independence on non-stationary time series?

I have multiple time series on which I want to identify statistically significant (if any) trends. To that end, I started by conducting the Augmented Dickey Fuller (ADF) test to identify which series …
joaocandre's user avatar