n*****s
发帖数: 10232 | 1 obs大概50个左右，linear regression的话可选自变量应该也比较充足。
问题就是如何区分哪种情况适合哪种model，哪位有经验的给说说 |
A*******s
发帖数: 3942 | 2 我搬一张小板凳，看大牛怎么说。
我个人觉得如果curve比较平滑，trend比较明显的话，可以认为time series data
contain all information from covariates. 这样就没必要考虑自变量了。
【在 n*****s 的大作中提到】
: obs大概50个左右，linear regression的话可选自变量应该也比较充足。
: 问题就是如何区分哪种情况适合哪种model，哪位有经验的给说说
|
c******a
发帖数: 725 | 3 time series is for forecasting
linear regression can, more or less, imply causality if you use independent
variables. |
l***a
发帖数: 12410 | 4 doesn't linear regression also has some sort of "forecast" ability, when use
lead independent data as predictors?
independent
【在 c******a 的大作中提到】
: time series is for forecasting
: linear regression can, more or less, imply causality if you use independent
: variables.
|
A*******s
发帖数: 3942 | 5 yep, but in most cases for prediction, many data mining methods are better
on capturing the non-linearity nature. GLM is better on explanation though.
use
【在 l***a 的大作中提到】
: doesn't linear regression also has some sort of "forecast" ability, when use
: lead independent data as predictors?
:
: independent
|
o****o
发帖数: 8077 | 6 time series analysis is still regression analysis, linear or nolinear.
methodologies devoted to time series analysis deal with the violation to
assumptions in OLS due to the nature of time series data. In fact, many
fancy regression techniques were developed to solve various OLS assumption
violations.
independent
【在 c******a 的大作中提到】
: time series is for forecasting
: linear regression can, more or less, imply causality if you use independent
: variables.
|
l***a
发帖数: 12410 | 7 so, your opinion is to check the OLS assumption?
【在 o****o 的大作中提到】
: time series analysis is still regression analysis, linear or nolinear.
: methodologies devoted to time series analysis deal with the violation to
: assumptions in OLS due to the nature of time series data. In fact, many
: fancy regression techniques were developed to solve various OLS assumption
: violations.
:
: independent
|
c*****l
发帖数: 631 | 8 看你的data是不是time有关的data，比如weekly，monthly，否则就用regression |
