autocorrelation test

  1. R

    Test Durbin Watson(error independence)

    Hello, I am solving an example of Design of experiments of a variable (DCA). It turns out that, on having applied logarithmic transformations, durbin watson throws a similar value, being the different graph library(lmtest) tb = data.frame("treat" = factor(x = c(rep(1:5, c(4,4,4,4,4)), labels...
  2. L

    How much of bootstraping is too much?

    Analysts typically mention that the observations should not be correlated. In bootstraping, you are violating this. However, is there any statistical test on autocorrelation of the observed data? Simply, does any statistical test provide an answer on the question in the title? Also, imagine...