Is there a good textbook / review article / web page which would explain in a clear and simple way the concepts and solutions for different kinds of autocorrelation in regression models: spatial, temporal etc. Preferably with real world examples from ecology and up-to-date solutions.
Many thanks!
Hello,
A very good textbook on regression and autocorrelation (or serial correlation) is "Using Econometrics: A Practical Guide (6th edition)", by Studenmund. Try to locate it (google) and look from page 322 at chapter " Serial correlation ". Kind Regards.
A very good subject ..this problem aslo I found it in Experimental Design (repeasted mesurments Design) when we repeated mesurment in next time (t+1) ,in this case the errors in model not independent Autocorrelation ( serial correlation), and we need solve this problem
I'm studied this in my research of Msc. (1986)
You got to review econometrics and time series books, because errors in thats regression models are correlated (for definition) in those models, and there is a sustancial theory about it in those books.
If you are a SAS user there are several good online resources and SAS books--if not Try Hipel, McLeod and others Time Series Analysis in Hydrology and Environmental Engineering; or for R users Cryer and Kung-Sik Chan--TIme Series Analysis with Applications in R or Kerns (2nd Ed) Introduction to Probability and Statistics using R or Cowpertwait and Metcalfe--Introductory Time Series with R
Thanks everybody for the replies and here is a suggestion which my colleague has given me:
Beginner's Guide to Spatial, Temporal and Spatial-Temporal Ecological Data Analysis with R-INLA (2017)
Zuur, Ieno, Saveliev
All the best
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