Using GAMs and Checking for Autocorrelation in Time Series Data Should I instead collapse replicates to yearly means and model autocorrelation across years? Or can I keep replicates modeled this way? Do hierarchical models with penalization give the same answer as site-by-site GAMs?
Whats the purpose of autocorrelation? - Cross Validated 10 First, I think you mean what is the purpose of evaluating autocorrelation and dealing with it If you really mean the "purpose of autocorrelation" then that's philosophy, not statistics Second, states of the universe are correlated with previous states but not every statistical problem deals with previous states of nature
autocorrelation - How is it that a time series can autocorrelate with . . . In your model the second autocorrelation $\rho_2$ is nonzero It's a little harder to construct a stationary time series in which $\rho_1\ne 0$ but $\rho_2=0 $ It's unclear how you deduce any linear dependence among columns: could you elaborate on that? What would those columns be and what is that dependence?
Correcting for autocorrelation in simple linear regressions in R very easy to follow and helpful for a first timer like me to test for autocorrelation I have found autocorrelation occuring in some of my linear regression models, but I haven't got such a simple approach to correcting for the autocorrelation
Whats the deal with autocorrelation? - Cross Validated So why is autocorrelation a bad (or good) thing? 2 ) The solution I've heard for dealing with autocorrelation is to diff the time series Without trying to read the author's mind, why would one not do a diff if non-negligible autocorrelation exists? 3 ) What limitations do non-negligible autocorrelations place on a model?