Spline regression & autorcorrelation

Posted by tino on Aug 13, 2014; 8:36am
URL: http://spssx-discussion.165.s1.nabble.com/Spline-regression-autorcorrelation-tp5726938.html

Hello everybody!

 I was wondering if anyone might give me a tip how to deal with autocorrelation when using SPSS for doing segmented regression analysis (aka spline regression) for longitudinal data?

Specifically, I have a small time series with n = 30 observations(just one observation per measurement point).

While these data which are more or less linearly related, they contain one clearly visible discontinuity.

Modeling this “jump” appears to be quite straightforward – however, I am struggling with the potential autocorrelation in the data. The Durbin-Watson test statistics is around 1.1, which I take as an indicator of positive autocorrelation (which is also apparent from the data). Is there any procedure available in SPSS which might account for autocorrelation, preferably outside the ARIMA-approach?

Many thanks for your reply,

Tino

=====================
To manage your subscription to SPSSX-L, send a message to
[hidden email] (not to SPSSX-L), with no body text except the
command. To leave the list, send the command
SIGNOFF SPSSX-L
For a list of commands to manage subscriptions, send the command
INFO REFCARD