autocorellation

  1. P

    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. I

    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. R

    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. R

    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. R

    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. A

    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...