Table 9 Autocorrelation coefficient estimates (REML estimates of -1 and 1 are excluded, PW estimates < -1 are excluded)
Statistical method | Autocorrelation coefficient (ρ) estimate | |||||
|---|---|---|---|---|---|---|
All available datasets | Series with ≥ 24 points | Series with ≥ 100 points | ||||
N | median (IQR) | N | median (IQR) | N | median (IQR) | |
ARIMA | 189 | 0.04 (-0.15,0.30) | 154 | 0.07 (-0.10,0.36) | 31 | 0.19 (0.04,0.54) |
PW | 186 | 0.05 (-0.14,0.33) | 155 | 0.07 (-0.10,0.38) | 31 | 0.19 (0.04,0.54) |
REML | 175 | 0.20 (-0.01,0.54) | 147 | 0.20 (-0.01,0.53) | 31 | 0.23 (0.08,0.57) |
Restricted to datasets where all methods can be compared | ||||||
ARIMA | 171 | 0.05 (-0.14,0.30) | 147 | 0.06 (-0.11,0.35) | 31 | 0.19 (0.04,0.54) |
PW | 171 | 0.05 (-0.14,0.31) | 147 | 0.07 (-0.11,0.35) | 31 | 0.19 (0.04,0.54) |
REML | 171 | 0.20 (-0.01,0.54) | 147 | 0.20 (-0.01,0.53) | 31 | 0.23 (0.08,0.57) |