Time Series Regression Equation. Part 2 Regression Analysis with Time Series Data 312 Table 101. Chapter 5 Time series regression models.
AdditiveTS - log multiplcativeTS often converts multiplicative to additive time series. Y t X t β u t. If there is a quadratic trend in a time series the appropriate regression equation is There is one new term in this equation.
PoscUapp 816 Class 20 Regression of Time Series Page 7 The regression equation is Petroimp - 0167 00961 Counter 247 Petdumy - 0106 Petinter Predictor Coef StDev T P Constant -01670 01057 -158 0121 Counter 0096077 0007109 1351 0000.
Because time is squared here this term captures the curvature of the trend. T Tobservations on the time series random variable Y. If this term is statistically significant the trend associated with this time series is said to have a quadratic trend. Time series modeling most of the time uses past observations as predictor variables.
