'How to analyse a continuous data which is hetreoskedastic and is autocorrelated in R
I have data which is heteroscedastic and is autocorrelated. The predictor and response are continuous variables. Using quantreg package I can account for the heteroscedasticity but I am not sure how to account for the autocorrelation. As one of the assumptions for quantile regression is the independence of data points. Any leads will be much appreciated.
Thank you.
Sources
This article follows the attribution requirements of Stack Overflow and is licensed under CC BY-SA 3.0.
Source: Stack Overflow
| Solution | Source |
|---|