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Techniques for analyzing the relationship between one (or more) "dependent" variables and "independent" variables.
0
votes
Is it OK to use regression when analysing a difference of variables?
First difference estimator will clear your mind:
The estimator is obtained by running a pooled OLS estimation for a
regression of $\Delta y_{it}$ on $\Delta x_{it}$ [...] …
1
vote
panel data model
Look here:
Hausman Test Wiki
and here:
Hausman Test in Eviews
1
vote
Large coefficients of covariates in Arima
Large coefficients does not mean anything themselves.
Suppose that your store announces a one-day discount and you want to discover the effect of that on sales.
If your variables and ARIMA (lags, et …
0
votes
Durbin Watson test statistic
The p-value is the lower α (significance level or alpha level) for which you should reject the null hypothesis.
It's just a red line: if you're ok with α = 0.1, α = 0.05, α = 0.01 or any α > 2.2e-16, …
0
votes
How can I fit the model “Y(t) = αX + βY(t-1) - βY(t-2)" in R?
Which theory suggests that model?
Something that isn't clear: $\beta$ is a vector that contains $\beta_1, \beta_2, ..., \beta_n$?
If it is not, $\beta$ is the same, so
$Y(t) = \alpha X + \beta Y_{t …