7.4 Some useful predictors

Seasonal dummy variables. Suppose that we are forecasting daily data and we want to account for the day of the week as a predictor. Then the following dummy ...

2020年12月14日 — month is the dummy variable for month-of-the-year (1 for January, 2 for February, and so on). year is the year variable (with values ranging ...

由 RD Green 著作 · 1974 · 被引用 21 次 — The basic seasonal dummy variables are intercept dummies-based on the assumption that the intercept of the function shifts each period. For example, a.

A Seasonal Dummies predictor is a special feature that adds to the model seasonal indicator or dummy variables to serve as regressors for seasonal effects.

Seasonal Dummy Model. • Deterministic seasonality S t can be written as a function of seasonal dummy variables. • Let s be the seasonal frequency. – s=4 for ...

Seasonal dummy variables. Suppose that we are forecasting daily data and we want to account for the day of the week as a predictor. Then the following dummy ...

A test of the joint hypothesis that all coefficients on the 3 quarterly seasonal dummy variables are equal to 0 has an F-test statistic of 2.38. This can be ...