lag

  1. hlsmith

    ARIMA(0,1,0) random walk with drift

    What code do I use to fit the above model, or what type of differencing do I do? Something like a lag 1 subtraction? My model seemed like it needed differencing per plots and the auto.arima came back with the above structure. Thanks.
  2. K

    How to correct for autocorrelation in Excel

    I do not understand how to correct for autocorrelation. One website easily describes how to do it in excel however I could not find any sources to verify this: https://analysights.wordpress.com/tag/data-analysis-using-microsoft-excel/ This is the site that explains how to correct, however...
  3. J

    HP Filter v. Simple Moving Average

    Evening everyone. I'm trying to better understand the reason behind the HP filter's relative timeliness in picking up trend shifts relative to a simple moving average. Take for example the DJ-UBS commodity index. The HP filter and 200 day moving average of the time series yields, for the most...
  4. R

    Statistical methods for comparing trend lines? Need help with search terms.

    Hello, I'm analyzing the results of an educational research study wherein learners had the opportunity to conduct multiple attempts (trials) at a task. The scoring mechanisms are the same for each trial. Originally we were just interested in taking their "best" scores, but looking at the...
  5. P

    [STATA - Lag length criteria]: How can I explain the results?

    Good evening everyone. I got different output from the code: forval i = 1/118 { varsoc Illiq`i', maxlag(10) } that describes AIC,BIC,... lag information criterion, but I don't know how I can interpret them. How can I choose the correct number of lags on the basis of all these output...
  6. S

    "lag" command in merging files

    I am in the process of merging two data sets. The one that I am trying to merge into my original file has multiple lines of data, each representing a different event that happened to the person/case. I have successfully been able to merge the first of each line of data, but now need to...