Model Building and Forecasting with Multicollinear Time Series

Cynthia Fraser
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Cynthia Fraser: University of Virginia, McIntire School of Commerce

Chapter Chapter 11 in Business Statistics for Competitive Advantage with Excel 2013, 2013, pp 283-329 from Springer

Abstract: Abstract A regression model from time series data allows us to identify performance drivers and forecast performance given specific driver values, just as regression models from cross sectional data do. When decision makers want to forecast future performance, a time series of past performance is used to identify drivers and fit a model. A time series model can be used to identify drivers whose variation over time is associated with later variation in performance over time.

Keywords: Housing Market; Time Series Model; Potential Driver; Fast Food Restaurant; Positive Autocorrelation (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4614-7381-7_11

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DOI: 10.1007/978-1-4614-7381-7_11

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