Pitfalls in the use of Time as an Explanatory Variable in Regression
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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
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美国国家经济研究局创建时间：
1983-11-01
