Autocorrelation Detection - Deepstash
Autocorrelation Detection

Autocorrelation Detection

To detect autocorrelation

  • Plot all points and check for patterns or
  • Use Durbin - Watson test.

There is no remedy for Autocorrelation. Instead of linear regression, we can use

  • Autoregressive Models.
  • Moving Average Models.

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Enthusiastic with a Splash of craziness

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