080-2007: OLS Regression? Auto-Regression? …

Paper 080-2007 ols regression ? auto - regression ? Dynamic regression ? ----- A Practical Modeling Example in Financial Industry ------ Rodger Zhang, TD Canada Trust, Toronto, ON, Canada ABSTRACT In the financial industry, you very often need to investigate if there is a relationship between two or more quantities. This is all about regressions. regression models are commonly applied when it comes to planning or forecasting. Traditional regression includes simple linear regression and multiple linear regression . It s simple linear regression if there is only one independent variable that affects the value of the dependent variable. It s multiple linear regression when there is more than one independent variable. The typical regression model is a very good tool in prediction; however, financial data due to their historical features of the trend component, cyclical component, and irregular component might not fit well with traditional regression models.

Jan 01, 2002 · <.0001 <.0001 <.0001 To build your regression model, for demonstration purposes, you include all independent variables in your model.

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  Auto, Regression, Ols regression, Auto regression

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