Application of Regression Modeling to Data Observed Over Time
The central idea of this text is to guide researchers through the application of regression modeling when the data under analysis are observed over time. In general, there are no doubts regarding the application of this modeling in cross sections. However, when there is dependence on the data over t...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Escola Superior de Propaganda e Marketing - ESPM
2018-09-01
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| Series: | Internext: Revista Eletrônica de Negócios Internacionais |
| Subjects: | |
| Online Access: | https://internext.espm.br/internext/article/view/477 |
| _version_ | 1819227886054277120 |
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| author | Cléber da Costa Figueiredo Aldy Fernandes da Silva |
| author_facet | Cléber da Costa Figueiredo Aldy Fernandes da Silva |
| author_sort | Cléber da Costa Figueiredo |
| collection | DOAJ |
| description | The central idea of this text is to guide researchers through the application of regression modeling when the data under analysis are observed over time. In general, there are no doubts regarding the application of this modeling in cross sections. However, when there is dependence on the data over time, some care needs to be taken for the results to be reliable and have the same interpretation of the coefficients obtained using the least squares method. The text begins with a presentation of the concept of autocorrelation and partial autocorrelation to identify and apply autoregressive modeling. Following this approach, the Augmented Dickey-Fuller test for detecting stationarity is presented, an essential condition for the estimators of ordinary least squares to be consistent. The Granger causality test is also presented and an example of regression applied to the series of the Cost of Living Index and the National Price Index for General Consumers. All the examples are presented with the help of Microsoft Excel to universalize the technique. |
| first_indexed | 2024-12-23T10:48:30Z |
| format | Article |
| id | doaj.art-c8e355e96fc9489ab7a7ff760f7a30e1 |
| institution | Directory Open Access Journal |
| issn | 1980-4865 |
| language | English |
| last_indexed | 2024-12-23T10:48:30Z |
| publishDate | 2018-09-01 |
| publisher | Escola Superior de Propaganda e Marketing - ESPM |
| record_format | Article |
| series | Internext: Revista Eletrônica de Negócios Internacionais |
| spelling | doaj.art-c8e355e96fc9489ab7a7ff760f7a30e12022-12-21T17:49:57ZengEscola Superior de Propaganda e Marketing - ESPMInternext: Revista Eletrônica de Negócios Internacionais1980-48652018-09-01133425010.18568/1980-4865.13342-50265Application of Regression Modeling to Data Observed Over TimeCléber da Costa Figueiredo0Aldy Fernandes da Silva1Escola Superior de Propaganda e Marketing - ESPM.Fundação Escola de Comércio Álvares Penteado – FECAP.The central idea of this text is to guide researchers through the application of regression modeling when the data under analysis are observed over time. In general, there are no doubts regarding the application of this modeling in cross sections. However, when there is dependence on the data over time, some care needs to be taken for the results to be reliable and have the same interpretation of the coefficients obtained using the least squares method. The text begins with a presentation of the concept of autocorrelation and partial autocorrelation to identify and apply autoregressive modeling. Following this approach, the Augmented Dickey-Fuller test for detecting stationarity is presented, an essential condition for the estimators of ordinary least squares to be consistent. The Granger causality test is also presented and an example of regression applied to the series of the Cost of Living Index and the National Price Index for General Consumers. All the examples are presented with the help of Microsoft Excel to universalize the technique.https://internext.espm.br/internext/article/view/477dados longitudinaisestacionariedademodelos autorregressivoscausalidade de grangerdefasagem |
| spellingShingle | Cléber da Costa Figueiredo Aldy Fernandes da Silva Application of Regression Modeling to Data Observed Over Time Internext: Revista Eletrônica de Negócios Internacionais dados longitudinais estacionariedade modelos autorregressivos causalidade de granger defasagem |
| title | Application of Regression Modeling to Data Observed Over Time |
| title_full | Application of Regression Modeling to Data Observed Over Time |
| title_fullStr | Application of Regression Modeling to Data Observed Over Time |
| title_full_unstemmed | Application of Regression Modeling to Data Observed Over Time |
| title_short | Application of Regression Modeling to Data Observed Over Time |
| title_sort | application of regression modeling to data observed over time |
| topic | dados longitudinais estacionariedade modelos autorregressivos causalidade de granger defasagem |
| url | https://internext.espm.br/internext/article/view/477 |
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