Transcription of 080-2007: OLS Regression? Auto-Regression? …
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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.
Jan 01, 2002 · Paper 080-2007 OLS Regression? Auto-Regression? Dynamic Regression? ----- A Practical Modeling Example in Financial Industry ----- Rodger Zhang, TD Canada Trust, Toronto, ON, Canada
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