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Model Building and Forecasting with Multicollinear Time Series

In: Business Statistics for Competitive Advantage with Excel 2013

Author

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  • Cynthia Fraser

    (University of Virginia, McIntire School of Commerce)

Abstract

A regression model from time series data allows us to identify performance drivers and forecast performance given specific driver values, just as regression models from cross sectional data do. When decision makers want to forecast future performance, a time series of past performance is used to identify drivers and fit a model. A time series model can be used to identify drivers whose variation over time is associated with later variation in performance over time.

Suggested Citation

  • Cynthia Fraser, 2013. "Model Building and Forecasting with Multicollinear Time Series," Springer Books, in: Business Statistics for Competitive Advantage with Excel 2013, edition 3, chapter 0, pages 283-329, Springer.
    • Handle: RePEc:spr:sprchp:978-1-4614-7381-7_11
    DOI: 10.1007/978-1-4614-7381-7_11
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