Simulation of Autocorrelation in Linear Regression Model

autocorrelation_simulation_statistics.R

# Install package
install.packages('dplyr')
# Load the package
library(dplyr)

# Create a data aggregation
statDf = df %>%
  group_by(Rho) %>%
  summarize(
    # Without autocorrelation
    mean_InterceptNonAutocorrelation = mean(interceptNonAutocorrelation),
    mean_InterceptNonAutocorrelation = sd(interceptNonAutocorrelation),
    mean_SlopeNonAutocorrelation = mean(slopeNonAutocorrelation),
    sd_SlopeNonAutocorrelation = sd(slopeNonAutocorrelation),
    # With autocorrelation
    mean_InterceptAutocorrelation = mean(interceptAutocorrelation),
    mean_InterceptAutocorrelation = sd(interceptAutocorrelation),
    mean_SlopeAutocorrelation = mean(slopeAutocorrelation),
    sd_SlopeAutocorrelation = sd(slopeAutocorrelation)
  ) %>% 
  arrange(desc(Rho))

# View the result
View(statDf)