Lesson 8: Regression with ARIMA errors, Cross correlation functions, and Relationships between 2 Time Series
- Read Pages 30-33 of your text
- Read Examples 2.2 and 2.3 on pages 53-57 and Section 5.6 on pages 293-296 of your text.
- Read through the Lesson 8 online notes that follow.
- Complete Lesson 8 Assignment.
This week we'll start coverage of regression between two time series.
After successfully completing this lesson, you should be able to:
- Recognize when and how to adjust for residuals with a time series structure
- Estimate the adjusted intercept and slope
- Interpret the cross-correlation function
- Identify and interpret transfer function models