Timeline for What are the relation and differences between time series and linear regression?
Current License: CC BY-SA 3.0
15 events
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Jul 21, 2018 at 5:48 | history | tweeted | twitter.com/StackStats/status/1020546030910300161 | ||
Jul 20, 2018 at 3:35 | answer | added | Chris | timeline score: 2 | |
Jul 19, 2018 at 22:13 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
Jun 19, 2018 at 21:54 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
Feb 16, 2018 at 20:00 | answer | added | Renel Chesak | timeline score: 1 | |
Feb 16, 2018 at 19:49 | history | edited | Renel Chesak | CC BY-SA 3.0 |
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Feb 15, 2018 at 17:16 | comment | added | whuber♦ | If we understand the "regression method" in the thread you reference as being one particular idiosyncratic approach, in contrast to your use of "linear regression" in a standard sense, then I agree you are asking a different question. (+1) | |
Feb 15, 2018 at 10:31 | comment | added | IrishStat | time series is more complex/correct as more assumptions can be tested culminating in a more appropriate model. | |
Feb 15, 2018 at 1:56 | review | Close votes | |||
Feb 15, 2018 at 17:16 | |||||
Feb 15, 2018 at 1:31 | comment | added | Renel Chesak | Thank you for the direct link; I had trouble finding this document through the link posted on the related thread. From your document, it sounds like the two methods are similar enough that one can account for the qualities typical of time series data (e.g. incorporate time and/or back-shifted Y as regressors, etc.) and create a linear regression model. This seems to point to time series analysis being a more complex extension of linear regression. Would you agree? And does this mean that time series analysis shares the assumptions of linear regression, plus some? | |
Feb 15, 2018 at 1:14 | history | edited | Renel Chesak | CC BY-SA 3.0 |
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Feb 15, 2018 at 1:03 | comment | added | IrishStat | autobox.com/dave/regvsbox.pdf discusses issues/differences/opportunities/pitfalls when dealing with time series that your possible regression solutions may be ignoring. It emphasizes the critical assumption of independent observations inherent in regression. | |
Feb 15, 2018 at 1:01 | history | edited | Renel Chesak | CC BY-SA 3.0 |
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Feb 15, 2018 at 0:54 | review | First posts | |||
Feb 15, 2018 at 1:40 | |||||
Feb 15, 2018 at 0:53 | history | asked | Renel Chesak | CC BY-SA 3.0 |