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Introduction to Time Series Regression and Forecasting

Introduction to Time Series Regression and Forecasting

www.sas.upenn.edu

14-9 Example: Quarterly rate of inflation at an annual rate (U.S.) CPI = Consumer Price Index (Bureau of Labor Statistics) CPI in the first quarter of 2004 (2004:I) = 186.57 CPI in the second quarter of 2004 (2004:II) = 188.60 Percentage change in CPI, 2004:I to 2004:II = 188.60 186.57 100 186.57 = 2.03 100 186.57

  Series, Introduction, Time, Regression, Forecasting, Introduction to time series regression and forecasting

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