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Let's assume I have a random forest model and the residuals of the model are autocorrelated. Is this a problem?

As an example, let's assume I have two different random forest models, A and B, with a similar predictive performance. The residuals of model A are less autocorrelated than the residuals of model B. Should I prefer model A?

could you specify a bit more on

residualsandauto-correlation? – Soumya Kundu – 2020-08-31T09:31:18.920It is unclear what

auto-correlationmean? Correlation is a relation between two random variables. There is only ONE random variable, Maybe your data is a time series? Then auto-correlation makes sense – Jacques Wainer – 2020-09-01T00:22:44.413