query: R - is it ok to treat autocorrelation by randomly changing the order of variable
positive_passages.docid: 15995
positive_passages.text: durbinWatsonTest() in R for non time-series data
negative_passages.docid: 76429
negative_passages.text: Can a variable be both random and fixed effect at the same time in a mixed effect model?
negative_passages.docid: 83864
negative_passages.text: Random process not so random after all (deterministic)
negative_passages.docid: 53854
negative_passages.text: Within, between or overall R-square for random effects in Stata
negative_passages.docid: 54914
negative_passages.text: Simulate AR(1) process in R with specified nonzero mean and AR coefficient
negative_passages.docid: 133825
negative_passages.text: Reorder levels of a factor without changing order of values
negative_passages.docid: 116586
negative_passages.text: How to use Pearson correlation correctly with time series
negative_passages.docid: 85601
negative_passages.text: Is "TABLESAMPLE BERNOULLI(1)" not very random at all?
negative_passages.docid: 85543
negative_passages.text: A non-parametric repeated-measures multi-way Anova in R?
negative_passages.docid: 86364
negative_passages.text: Does Frisch–Waugh–Lovell theorem change the covariance matrix on regression coefficients?
negative_passages.docid: 128388
negative_passages.text: Proper order of variables in unbalanced ANOVA
negative_passages.docid: 85514
negative_passages.text: Random place change in row with restrictions
negative_passages.docid: 151065
negative_passages.text: Is there any harm in resetting the auto-increment?
negative_passages.docid: 64621
negative_passages.text: Calculate mean and autocovariance function to check stationarity
negative_passages.docid: 83292
negative_passages.text: Manually calculated $R^2$ doesn't match up with randomForest() $R^2$ for testing new data
negative_passages.docid: 18220
negative_passages.text: Time series: one I(1) and one I(0) variable, should I use VAR/VEC, test for cointegration?
negative_passages.docid: 62677
negative_passages.text: How to measure smoothness of a time series in R?