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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 $\Delta x_{it}$ [...] …
André Oliveira's user avatar
1 vote

panel data model

Look here: Hausman Test Wiki and here: Hausman Test in Eviews
André Oliveira's user avatar
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 …
André Oliveira's user avatar
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, …
André Oliveira's user avatar
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 …
André Oliveira's user avatar