Anzeige
Erschienen in:
2009 | OriginalPaper | Buchkapitel
Regression
verfasst von : Paul S.P. Cowpertwait, Andrew V. Metcalfe
Erschienen in: Introductory Time Series with R
Verlag: Springer New York
Aktivieren Sie unsere intelligente Suche, um passende Fachinhalte oder Patente zu finden.
Wählen Sie Textabschnitte aus um mit Künstlicher Intelligenz passenden Patente zu finden. powered by
Markieren Sie Textabschnitte, um KI-gestützt weitere passende Inhalte zu finden. powered by
Trends in time series can be classified as stochastic or deterministic. We may consider a trend to be stochastic when it shows inexplicable changes in direction, and we attribute apparent transient trends to high serial correlation with random error. Trends of this type, which are common in financial series, can be simulated in R using models such as the random walk or autoregressive process (Chapter 4). In contrast, when we have some plausible physical explanation for a trend we will usually wish to model it in some deterministic manner. For example, a deterministic increasing trend in the data may be related to an increasing population, or a regular cycle may be related to a known seasonal frequency. Deterministic trends and seasonal variation can be modelled using regression.