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- OLS Regression?, Auto-Regression?, Dynamic Regression?: A Practical Modeling Example in Financial Industry
- Regression models are commonly applied when it comes to planning or forecasting. Financial data - due to their historical features of the trend component, cyclical component, and irregular component - might not fit well with traditional regression models. In such cases, an autoregression model or a dynamic regression model will...
- Tags: Financial, SAS Institute, Modeling, Regression Model, PROC AUTOREG, Financial Accounting, Finance
- White papers 2007-05-14
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