Re: when is a time series not a time series?

[dennis roberts]

At 06:42 PM 1/28/2003, Mountain Bikn' Guy wrote:

Y is autocorrelated. The X variables are of many different data types,
including nominal, ordinal, interval and continuous. Some of the continuous
X's will show autocorrelation. Actually, our data set has thousands of
independent variables, and I have not actually tested every one for
autocorrelation.

interesting ... which brings up another issue ... if you happen to select a few of special interest AND happen to find some "significant" effects or patterns ... might not these effects just be chance effects amongst 1000s of possibilities?

how is it that you decide which of these 1000s you will examine?

.
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