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Techniques for modeling and analyzing several variables, when the focus is on the relationship between a dependent variable and one or more independent variables.
2
votes
Transforming Variables in Regression
Basic rules for what you want to follow to have a meaningfull result
1 All your variables should be in the same terms
2.All your regression variables should be stationary (weak sense stationary) - check …
2
votes
0
answers
533
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Stationarity tests in the frequency domain for regression
I do not use ARIMA but use multiple methods of regression but linear and non linear in parametric and non parametric. … How valid would a regression be in regards to potential spurious regression if we would perform point 1 and obtain stationarity at unit root 2. …