autocorrelation

  1. M

    Pooled cross sectional data: How to test for and handle autocorrelation?

    Hi, 1) My goal: I am making a difference-in-difference analysis to estimate the development in political efficacy for a certain group of people relative to another group. I want to test for autocorrelation and handle it (if the test shows that autocorrelation is present). 2) My data: I...
  2. 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...
  3. 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...
  4. M

    Can I trust a regression if variables are autocorrelated?

    Hello everyone! Both variables (dependent and independent) show autocorrelation effects. When I run regression and estimate the residuals, they are not autocorrelated and durbin-watson statistic is small. Can I trust my regression output, are the t-statistics reliable? thank you :)