Re: regression on timeseries data: differencing ?

2001-11-15 Thread Donald Burrill
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

regression on timeseries data: differencing ?

2001-11-13 Thread Eric Duton
Dear all, 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

regression on timeseries data: differencing ?

2001-11-13 Thread Eric Duton
Dear all, 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

regression on timeseries data: differencing ?

2001-11-13 Thread Eric Duton
Dear all, 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

Re: regression on timeseries data: differencing ?

2001-11-13 Thread Donald Burrill
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