# autocorellation

1. ### Interpreation of tests for autocorrelation

Within my sample, I have different financing round (about 300) of several companies (about 200) between 2010 and 2017. To control for the time the company exists, I have included the variable "age" (in number of years - with comma values depending on the month, e.g. 3.5 for three and a half...
2. ### Non-Stationary Series and Standard Deviation

Hello I am trying to model a non-stationary series for the purpose of outlier detection. The series is not labeled as normal and abnormal, which is a part of the problem. In the first step to model it, I figured out the seasonal dynamics which were at 1 min and 60 min. You can see the AC...
3. ### How to perform pooled cross-sectional time series analysis?

For 86 companies and for 103 days, I have collected (i) tweets (variable hbVol) about each company and (ii) pageviews for the corporate wikipedia page (wikiVol). The dependent variable is each company's stock trading volume (stockVol0). My data is structured as follows: company...
4. ### How to perform Prais-Winsten autoregression in SPSS 16?

When performing a linear regression on my dataset, Durbin-Watson was very low (0.276). I found a tutorial online suggesting to perform an Prais-Winston autocorrelation. The tutoral came with screenshots of SPSS on how to perform the analysis. The screenshots however, are from SPSS 14. I have...
5. ### What to do with very low Durbin-Watson?

For 100 companies, I have collected (i) tweets and (ii) corporate website pageviews for 148 days. The tweetvolume and pageviews per day are two independent variables corpaired against the stock trading volume for each company, resulting in 100 x 148 = 14,800 observations. My data is...
6. ### Autocorrelation and comparing means......

Hi All, I might be totally missing a key point here - or making a mountain out of a molehill, but I have been reading around and trying to find the answer to this question for a day or so now, so figured I might as well ask! I have counts of birds per hour in a effort-based monitoring survey...