Pitfalls in the use of Time as an Explanatory Variable in Regression
收藏NBER1983-11-01 更新2025-01-04 收录
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https://www.nber.org/papers/t0030
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资源简介：
Regression of a trendless random walk on time produces R-squared values around.44 regardless of sample length. The residuals from the regression exhibit only about 14 percent as much variation as the original series even though the underlying process has no functional dependence on time. The
提供机构：
美国国家经济研究局
创建时间：
1983-11-01
