Topic: How Do You Correct for Autocorrelation
Answers to Common Questions
What are the methods that can be used to correct violations in au...
Correct specification will improve auto-correration and reduce the correlation between disturbance term.This includes also the correct functional form such as linear or non linear. T-ratio will help to reach that point. Read More »
Source: http://answers.yahoo.com/question/index?qid=20120502203258AAmoH1n
How can I correct for first-order autocorrelation?
Finally, an intelligent econometrics question. Your error terms are autocorrelated because they are either non-stationary in mean, variance, or both. You can usually tell by looking at a time series of the error terms from your regression. ... Read More »
Source: http://answers.yahoo.com/question/index?qid=20070529185344AA9XXfz
What is autocorrelation correction? Should I do it?
The GLM approach suggested above and used for many types of experiments (not just neuroimaging) has a problem when applied to fMRI. It assumes that each observation is independent of the next, and any noise present at one timepoint is uncor... Read More »
Source: http://mindhive.mit.edu/node/55
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