Auto correlation

[Reddy, Colin]

Hi Listers

 

I have pooled panel data for countries over several years. I am looking for a way to

1) calculate autocorrelation in SPSS for unbalanced data

2) looking for a way in SPSS to determine if most of the the variance is due to the year effects or country effects

 

Colin

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[Garry Gelade]

Colin

 

Not sure how your data is structured, but Analyzing->Forecasting ->Autocorrelations may give you what you want.

 

Garry Gelade

 

From: SPSSX(r) Discussion [mailto:[hidden email]] On Behalf Of Reddy, Colin
Sent: 19 February 2011 13:30
To: [hidden email]
Subject: Auto correlation

 

Hi Listers

 

I have pooled panel data for countries over several years. I am looking for a way to

1) calculate autocorrelation in SPSS for unbalanced data

2) looking for a way in SPSS to determine if most of the the variance is due to the year effects or country effects

 

Colin

 

---

This email and all contents are subject to the following disclaimer:

http://disclaimer.uj.ac.za

[Ryan]

Colin,

Depending on the design and assumptions of the autocorrelation, you
might consider estimating autocorrelation directly by employing the
autoregressive residual covariance structure in the MIXED procedure.
You really need to provide more details on the design and variables
(including the outcome!) for me to provide a more specific response.

Ryan

On Sat, Feb 19, 2011 at 8:29 AM, Reddy, Colin <[hidden email]> wrote:

> Hi Listers
>
> I have pooled panel data for countries over several years. I am looking for
> a way to
> 1) calculate autocorrelation in SPSS for unbalanced data
> 2) looking for a way in SPSS to determine if most of the the variance is due
> to the year effects or country effects
>
>
> Colin
>
> ________________________________
> This email and all contents are subject to the following disclaimer:
>
> http://disclaimer.uj.ac.za
>

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