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

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How to perform autocorrelation with replicates? For each day I have many observations and I want to check wether these observations are correleated with the next day and the day after this day. If … if give the autocorrelation function my whole table as an input, observations within a day would be mistakenly considered as adjacent days with a time lag of 1. My table looks like this: …
asked Nov 26 '18 by Hans Meier Ruth
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How should missing observations be handled to create ACF-Plots? Let's assume we have a time series t = [1, 1, 1, 2, NaN, 3, 2, NaN, ...]. What schould be done with these missing data points? I have …
asked Dec 11 '18 by Hans Meier Ruth
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I have data recorded over 100 days. For each day there are ~5-10 observations. How can you check whether residuals of one day are correlated at lag 0? More precisely: Are residuals of the same day re …
asked Dec 12 '18 by Hans Meier Ruth
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: 'conservative'. I don't understand what this does. Here is the documentation, but it is not explained what is does. I'm especcially interested in what is means in the contect of Autocorrelation. …
asked Dec 11 '18 by Hans Meier Ruth
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One assumption of regression analysis is independence of residuals. I checked this assumption and found small autocorrelation (see figure). One remedy would be to incroporate dummy variables for the … lags. But is it always naccessary? Autocorrelation does not affect the estimated coefficients, but the standard errors. The larger the autocorrelation, the larger the impact on standard errors. Is there a rule of thumb how large the impact would be in my specific case? …
asked Dec 12 '18 by Hans Meier Ruth
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One assumption of OLS regression is that residuals are idependent, so that there is no autocorrelation. When I checked the assumption, I noticed that autocorrelation is present. Now here are two … questions: Is it always naccessary to remove autocorrelation? Even, when there is small autocorrelation? I tried to remove autocorrelation by incorporating seasonality (i.a. dummy variables for days …
asked Dec 12 '18 by Hans Meier Ruth