Reply
Thu 9 Aug, 2012 01:25 pm
I have a set of 75 independent and dependent variables. The independent variables are collected each January 1 and the dependent variables represent a value measured 37 years after the corresponding X value is collected. There is a high correlation between X and Y but there is also autocorrelation. My goal is to calculate the confidence limits of a predicted Y from a particular X.
I can use various ARIMA methods to correct for the autocorrelation but I believe ARIMA only allows me to predict Y for the next X in the time series. Since the Y resulting from last year's X will not be known for 36 years, ARIMA will not help me unless I use the 37-year actual change in X to predict the 37-year change in Y.
I have tried to transform the X and Y variables to eliminate the autocorrelation but Durbin-Watson test still shows autocorrelation.
Any way I can calculate the confidence limits of a predicted Y from a particular X?
@cisaak,
=So lets see of I understand--I collect an X each year for 75 years and measure a Y corresponding to each sequential X, 37 years into the experiment.
my data sheet looks like this with a 37 year dead space
Y X Y
1 x0
2 x1
3 x2
. .
. .
. .
37 x37 y1
38 x38 y2
39 x39 y3
. .
. .
. .
75 x75 y38
76 y39
77 y40
. .
. .
. .
109 y73
110 y74
111 y75
Rap
@raprap,
You are correct. My theory is y1 is dependent on x1, y2 is dependent on x2, ... y37 is dependent on x37.
Stumble It!
Tweet This
Bookmark on Delicious
Share on Facebook
Share on MySpace