autocorrelation function

  1. S

    Time Series Regression

    Hi Guys I am doing time series regression Had tried to find the order of correlation but the ACF function is a cyclical one (line a sine curve) Then I tried finding the order of MA (Moving Average) process, which came out to be 7 However when I am charting residuals vs predicted value it is...
  2. D

    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)...
  3. D

    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...
  4. M

    interpreting a correlation plot (time series)

    Hi, I've been asked to suggest a time series model based on the following correlation function, I was just wondering what you would suggest, ACF Yt 0.97 0.97 0.91 0.80 0.79 delta Yt -0.42 0.18 -0.02 0.07 -0.1 I can tell straight away that the time series Yt is non...
  5. P

    Autocorrelation Function: How to interpret an acf plot?

    Hi there, I'm trying to understand how to interpret an autocorrelation function plot. I've been trying to find resources that explain how they are used and how to understand them but I haven't been able to find many articles. This is what I understand (please feel free to correct me...