如何解决自相关残差回归
我有2个变量X和Y。我想建立回归模型(Y是响应,X是阻遏物)以找到X和Y之间的关系。然后,我将使用相关性来预测其他日期的Y(我在其他日期有x值)。但是,当我检查这些假设时,残差会自动相关(DW测试很重要)。由于我的时间间隔不相等,如何解决自相关问题?
这是我的数据:
Time X Y
1/1/2015 216.8160 1.7820
1/5/2015 173.9320 1.6818
1/8/2015 141.4420 1.6480
1/10/2015 142.0990 1.1205
1/15/2015 202.0850 1.8014
1/19/2015 139.1050 1.5689
1/22/2015 77.3665 0.9590
1/23/2015 79.2537 1.2165
1/26/2015 94.2502 1.4657
1/29/2015 94.9671 1.0960
2/1/2015 164.8920 2.2441
2/7/2015 92.8841 0.9361
2/9/2015 95.3771 1.0646
2/12/2015 190.7650 1.7913
2/16/2015 190.8410 2.1200
2/19/2015 223.5520 2.3255
2/22/2015 229.6450 2.6472
2/23/2015 232.7760 2.5560
2/28/2015 219.4150 1.8659
3/1/2015 199.8310 2.2401
3/3/2015 269.8340 3.1491
3/4/2015 269.6200 2.8203
3/7/2015 193.1360 2.1562
3/11/2015 171.4820 2.0335
3/13/2015 188.1430 1.9166
3/14/2015 195.8700 1.7747
3/17/2015 189.3370 2.2283
3/20/2015 237.6840 1.9799
3/24/2015 103.8340 1.4352
3/27/2015 149.0290 1.4497
3/28/2015 128.2730 1.2838
3/30/2015 144.5200 1.3755
4/4/2015 158.3590 1.4340
4/6/2015 172.1230 1.6321
4/11/2015 185.7660 1.9489
4/13/2015 111.8360 1.4299
4/17/2015 173.1580 1.6974
4/24/2015 178.2280 1.9009
4/27/2015 178.5110 1.9542
5/1/2015 220.4470 2.0083
5/3/2015 255.5630 2.8687
5/7/2015 285.2660 2.9606
5/10/2015 279.3760 3.1313
5/14/2015 191.5120 2.3165
5/17/2015 244.7750 2.6072
5/21/2015 211.1450 2.2844
5/24/2015 245.5010 2.5445
5/27/2015 196.5840 2.4106
5/31/2015 210.8370 2.4096
6/3/2015 216.5690 2.1885
6/10/2015 230.0750 2.5330
6/13/2015 223.1900 2.3103
6/17/2015 237.6550 2.6229
6/20/2015 185.1380 2.1995
6/24/2015 240.9690 2.4780
6/27/2015 302.6860 3.4597
7/1/2015 291.2400 2.9420
7/4/2015 281.0320 2.8025
7/9/2015 262.3420 2.8689
7/12/2015 270.4160 2.7998
7/16/2015 270.1910 3.2023
7/19/2015 264.7230 3.5509
7/23/2015 208.0600 2.2068
7/26/2015 180.6280 2.6697
7/30/2015 173.5710 2.4105
8/2/2015 153.4680 2.0625
8/6/2015 80.3503 1.7938
8/9/2015 98.3243 1.9198
8/12/2015 92.3371 1.9848
8/16/2015 100.4340 1.7312
8/19/2015 89.6807 1.7338
8/14/2015 87.7287 1.6029
8/18/2015 89.8975 1.7404
8/20/2015 86.2575 1.4491
8/24/2015 72.0325 1.8491
8/27/2015 75.3284 1.9924
9/1/2015 70.2810 1.3430
9/4/2015 72.0742 1.2466
9/7/2015 88.4218 1.6554
9/10/2015 78.3439 1.0553
9/15/2015 81.8243 1.2442
9/17/2015 74.1898 1.0714
9/21/2015 84.2758 1.4913
9/22/2015 97.1235 1.7594
9/24/2015 65.7313 1.4645
9/27/2015 107.0440 1.8621
9/30/2015 87.4581 1.3534
10/3/2015 75.7782 2.6487
10/13/2015 92.1821 1.1669
10/18/2015 173.7270 1.8870
10/21/2015 127.9350 1.5006
10/24/2015 83.9097 1.3140
10/27/2015 74.4047 1.2053
10/30/2015 81.5380 1.1491
11/2/2015 78.1676 1.3069
11/6/2015 127.1860 2.6453
11/9/2015 123.4270 1.5429
11/14/2015 139.0320 1.5773
11/16/2015 136.1360 1.4705
11/20/2015 147.5160 1.6545
11/24/2015 130.9240 2.9669
11/27/2015 115.3600 1.4209
11/30/2015 160.7920 1.5144
12/4/2015 148.2550 1.4065
12/8/2015 117.0590 1.4141
12/21/2015 140.8640 1.6739
12/22/2015 107.2530 1.4851
12/24/2015 124.3800 1.5657
12/26/2015 127.9850 1.5632
12/29/2015 120.9600 1.5780
1/3/2016 106.0270 1.1630
1/4/2016 107.2760 1.4825
1/7/2016 128.3630 1.2191
1/8/2016 123.9610 1.3272
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