Recent content by DoctorG

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    Time series analysis to test a system:This seems too simple. Have I missed something?

    I wish to test whether or not Performance Measurement Frameworks (PMFs) may be influencing future values of the variable being monitored. I may be missing something, but it seems to me that there is little point in differencing a time series (to make it stationary, or at least remove the trend)...
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    Can I use an ACF to test for a feedback control system?

    The broader question is: How can I test whether a variable is feeding back in a system, to influence future values of itself? The application is in a control system: Specifically a performance measurement framework (PMF), where managers monitor measures in monthly reports, in order to keep the...