On Tue, 13 Nov 2001, Wendy (alias Eric Duton?) wrote:
> When applying multiple regression on timeseries data, should I check
> (similarly to ARIMA-models) for unit roots in the dependent variable
> and the predictor variables and perform the necessary differencing
>
> OR
>
> could I simply start the multiple regression analysis on the pure
> timeseries and check the residuals on the general assumptions of
> regression analysis (esp. autocorrelation) ?
>
> Wendy
1. Why do you write as though these were mutually exclusive options?
2. Why did you send three (!) copies to the list?
-- DFB.
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Donald F. Burrill [EMAIL PROTECTED]
184 Nashua Road, Bedford, NH 03110 603-471-7128
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