l*******f
发帖数: 243 | 1 手头上一个数据，y有很明显的seasonality pattern,但我有independent variables.
想法是先对y fit 一个time series 模型，然后对剩余的white noise fit linear
regression, 不知道有没有人这样做吗？可行吗？ 多谢 | e*n
发帖数: 1511 | 2 看上去可以。
如果你不能推出joint distribution的话，分布fit估计也称
.
【在 l*******f 的大作中提到】
: 手头上一个数据，y有很明显的seasonality pattern,但我有independent variables.
: 想法是先对y fit 一个time series 模型，然后对剩余的white noise fit linear
: regression, 不知道有没有人这样做吗？可行吗？ 多谢
| P*******9
发帖数: 9700 | 3 why not just adding a season dummy in the regression?
.
【在 l*******f 的大作中提到】
: 手头上一个数据，y有很明显的seasonality pattern,但我有independent variables.
: 想法是先对y fit 一个time series 模型，然后对剩余的white noise fit linear
: regression, 不知道有没有人这样做吗？可行吗？ 多谢
| d*****n
发帖数: 31 | 4 That's a good point,
But for the regression part we are assuming all Y's are independent, for the time series part, we are assuming all Y's are correlated, I do not know how to explain that
【在 P*******9 的大作中提到】
: why not just adding a season dummy in the regression?
:
: .
| P*******9
发帖数: 9700 | 5 only Y has time series observation? How about independent variables?
the time series part, we are assuming all Y's are correlated, I do not know
how to explain that
【在 d*****n 的大作中提到】
: That's a good point,
: But for the regression part we are assuming all Y's are independent, for the time series part, we are assuming all Y's are correlated, I do not know how to explain that
|
|
