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Quality quandaries: Beware of autocorrelation in regression
Isenberg School of Management, University of Massachusetts Amherst, Eugene M. Isenberg School of Management, University of Massachusetts Amherst.
Department of Industrial Engineering, Arizona State University, Tempe.ORCID iD: 0000-0003-4222-9631
2007 (English)In: Quality Engineering, ISSN 0898-2112, E-ISSN 1532-4222, Vol. 19, no 2, p. 143-148Article in journal (Refereed) Published
Abstract [en]

In the quality engineering context, the problem of trying to assess whether there exists a relationship between several inputs and an output of a process is often encountered. The main reason for spurious relationships between time series is that two unrelated time series that are internally autocorrelated sometimes by chance can produce very large cross correlations. Perhaps the safest approach to assessing the relationship between the input and the output of a process when the data is autocorrelated is to use prewhitening

Place, publisher, year, edition, pages
2007. Vol. 19, no 2, p. 143-148
National Category
Reliability and Maintenance
Research subject
Quality Technology and Management
Identifiers
URN: urn:nbn:se:ltu:diva-13982DOI: 10.1080/08982110601057138Local ID: d4ebcc0f-f5d5-4f82-8b8a-c78ea9f6830fOAI: oai:DiVA.org:ltu-13982DiVA, id: diva2:986936
Note
Upprättat; 2007; 20150602 (andbra)Available from: 2016-09-29 Created: 2016-09-29 Last updated: 2018-03-16Bibliographically approved

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Kulahci, Murat

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