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fit3
2005 Aug 29
1
Different sings for correlations in OLS and TSA
Dear list,
I am trying to re-analyse something. I do have two time series, one
of which (ts.mar) might help explaining the other (ts.anr). In the
original analysis, no-one seems to have cared about the data being
time-series and they just did OLS. This yielded a strong positive
correlation.
I want to know if this correlation is still as strong when the
autocorrelations are taken into account.