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Results tagged with time-series
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user 252822
Time series are data observed over time (either in continuous time or at discrete time periods).
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How to score/measure the change in a time series from t-x,...t-1 to t0 (Relative change)
To capture the relative effect i would go for x_t - x_t-1 / x_t-1
If you want the same result in your example x_t-1 = 13 x_t = 23 & z_t-1 = 3 z_t = 13 you could just go for the difference x_t - x_t-1
…
1
vote
Day-of-week effects on regression coefficients in autoregressive model?
I think you have two options with option one using a SAR(IMA) model. If you have a reoccurring effect every weekday (dummy), then you can already improve the model.
Option 2:
As you stated - I would …