Beside the model, the other input into a regression analysis is some relevant sample data, consisting of the observed values of the dependent and explanatory variables for a sample of members of the ...

Ordinary regression analysis is based on several statistical assumptions. One key assumption is that the errors are independent of each other. However, with time series data, the ordinary regression ...

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“The statistician knows...that in nature there never was a normal distribution, there never was a straight line, yet with normal and linear assumptions, known to be false, he can often derive ...

To use input series, list the input series in a CROSSCORR= option on the IDENTIFY statement and specify how they enter the model with an INPUT= option on the ESTIMATE statement. For example, you might ...