Re: time series versus longitudinal data analysis
- From: dave@xxxxxxxxxxx
- Date: 24 Apr 2006 05:13:36 -0700
Time series analysis enables one to form an equation that relates an
observation y(1,t) as a function of the past of the series ( y(1,t-1),
y(1,t-2),...y(1,t-p) and the previous errors a(1,t-1),a(1,t-2)
.....a(1,t-q) AND any significant auxiliary variables such as
x(1,t),x(1.t-1)..., x(2,t),x(2,t-1)... x(r,t),x(r,t-1).. AND any
empirically identified Deterministic Variables such as TRENDS, LEVEL
SHIFTS,SEASONAL PULSES and ONE-TIME PULSES.
Additionally one can have MULTIPLE DEPENDENT SERIES y(2,...),y(3,....)
which represent other endogenous series.
For more on time series see AFS UNIVERSITY at http://www/autobox.com
Hope this helps ..
Dave Reilly
Automatic Forecasting Systems
http://www.autobox.com
215-675-0652
P.S. If you have any questions pleae give me a call and I will try and
help.
..
.
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