Hi all,
My final aim is to:
1 / Resolve the problems of autocorrelation in my
observations.
2 / Validate my linear regression.
 
Indeed, I have two variables X (observed) and Y
(satellite index) which are both time series.
Each Variable (X and Y) shows an autocorrelation after
performing a correlogram and a test (TEST Ljung-Box).
However, I did a linear regression with X and Y, but the
residues are not normal (Shapiro test) and variances not homogeneous
(Durbin-Watson test). So I transformed X into log and I did a regression lnx ~
Y, here residues are normal but variances are not homogeneous. Having negative
values for Y, I cannot transform Y into log.
I am seeking your advice to see if there is a way:
1 – to resolve the problems of autocorrelation.
2 – to obtain normal residues and homogeneous variances. 
 
Thank you in advance
Sorry for my low English level that can limit your
understanding.
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