Is there any good references for autocorrelation testing of time-series data?

More Mahmoud M. Abdelrahman's questions See All

What is the indication of the absence of peaks in Methanol electrooxidation CV curves ?

I have several question regarding the MOR; hope anyone help me better understand. 1- in CV using (KOH+MEOH) what is the indication of absence of the redox peaks? shouldn't they exist as a sign...

28 February 2021 4,851 8 View

How to plot the probability paper of Gumbel distribution using R programing?

In R-studio, there are many commands of Gumbel package. Arguments are also different. I`m asking about the alpha parameter of the Copula which must be greater than 1. If this is the one used to...

25 February 2021 5,229 3 View

Is There are any idea to achieve H NMR signals for swollen compound ??

the samples are not completely soluble - just swelled the solvents that's mean the sample may be partially soluble any suggestion, please

16 February 2021 8,801 3 View

What is the best way to do symmetry in ANSYS Fluent for flow between two concentric cylinders ?

I am working on Taylor Couette flow between concentric cylinders and the results are correct for the full case. however, I wanted to do symmetry case to improve the mesh. I have tried periodic...

11 February 2021 2,193 6 View

Greetings Doctors, If i did a same experiment for a 2 populations and i need to publish this work in a 2 different papers?

If i did a same experiment for a 2 populations and i need to publish this work in a 2 different papers can i use the same word in the writing of these 2 papers or this would considered as...

04 February 2021 4,648 4 View

What is the success rate of the e-learning plan in achieving the objectives of the curricula?

I need to know the reliability of the evaluation results and the rate of achievement of the course objectives, Thank you (*-*).

02 February 2021 7,828 7 View

What is the success rate of the e-learning program in your country during the time of Covid-19?

I need to know the extent of the success of the e-learning plan in countries of different capabilities, Thank you (*-*)

02 February 2021 4,712 15 View

How can I get good bands by silver nitrate staining on SSCP method?

Hi Dear colleagues This was my first experience on SSCP, and I couldn`t get any band by silver staining! Staining with Et Br was successful. I mixed the PCR product with formamide loading dye,...

01 February 2021 8,788 6 View

How to simulate Sloshing water using Dynamic mesh in ANSYS Fluent ?

I am trying to model sloshing water in a tank in ANSYS Fluent using Wall motion. BUT it seems that System coupling is not responding to wall motion and it works only with Dynamic mesh.

20 January 2021 2,963 3 View

Why Selenium nanoparticles synthesized by PEG 200 could not be scaled up ?

I could not synthesize Selenium nanoparticles by PEG 200 at up-scale ( more than 100 ml) as it got aggregated while at small amounts it works fine , I work with 850 PPM using selenium powder in...

08 January 2021 10,049 1 View

What is your perception on using visual analysis or quantitative approaches to evaluate data from single-case research designs (n of 1 trials)?

Results of single-case research designs (i.e., n-of-1 trials) are often evaluated by visually inspecting the time-series graph and computing quantitative indices. A question our research team is...

03 March 2021 687 1 View

How to address this issue in the analysis of Real-Time PCR results?

To dear Researchers, I was analyzing a series of concentration for estimation of Real-Time PCR efficiency. The concentration was 1:10. I used MS-excel to evaluate Slope. The result of slope was -8...

01 March 2021 8,683 4 View

How to make a time series imputation benchmark ?

Hello ! In a work, I have to benchmark different algorithms to fill in missing values in time series. I insist on the fact that this is imputation and not forecasting. In my case, I have access...

24 February 2021 7,470 7 View

How to interpolate from a time-series database ?

Hi, I am having trouble with a problem, in the field of Optimal Control and the generation of optimal time-series. Let's consider a system, whose dynamics are represented by dx/dt =...

24 February 2021 9,105 2 View

Can we recognize signs of the "volatility clustering" property of a time series in its time domain plot?

My purpose is to recognize the volatility clustering property without statistical tests such as The Lagrange Multiplier (LM) test.

24 February 2021 4,150 3 View

How can I obtain time series data by country on night-time light (brightness) ?

Hi everyone, Please, how can I obtain time series data by country on night-time light (brightness) ? I've tried, but so far all I can find are maps. I am looking for numerical data, especially in...

24 February 2021 8,625 4 View

I have a time series data of some biochemical studies ( DNA and Chromosomal damage) which I intend to use to further predict into future ?

I have a time series data of some biochemical studies ( DNA and Chromosomal damage) which I intend to use to further predict into future without necessarily conducting the assay for an extended...

23 February 2021 7,842 1 View

How to run repeated measures in mvabund?

I have a dataset of fish species abundances collected from 6 different habitats over the course of 30 years. Fish were collected multiple times per year and environmental variables were recorded...

21 February 2021 3,838 1 View

Can someone help me with this error that I am getting while estimating a VAR model in R?

I am using annual time series data to estimate a VAR model in R. However, when I run the command to find the optimal lag length, I get the following error: Fehler in VARselect(data, lag.max = 10,...

18 February 2021 9,647 3 View

What is recommended and opened real-time or nearly real time geospatial data used in flood risk assessment and regional planning on a detailed scale?

I asked recommended real-time or nearly real-time data source for any parameters for flood risk on a microscale analysis for urban area cases in developing countries that had agglomeration urban...

18 February 2021 2,617 2 View

Guy Mélard

Durbin-Watson test is mainly devoted to lag one autocorrelation in the context of regression with time series. There are variants for higher lags but they are rarely used. The autocorrelation function is more convenient then. Both are covered in all texts in econometrics. Lagrange multiplier testing is more general and is covered in most texts in statistics and econometrics.

Ayman Amin

Check:

Kwiatkowski–Phillips–Schmidt–Shin (KPSS) tests

augmented dickey fuller test

As far as I know, the KPSS test is more specific. Its purpose is to test stationarity against the presence of a unit root. This is not really a test of autocorrelation.