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What marketing scholars should know about time series analysis : time series applications in marketing

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  • Horváth, Csilla
  • Kornelis, Marcel
  • Leeflang, Peter S.H.

    (Groningen University)

Abstract

In this review, we give a comprehensive summary of time series techniques in marketing, and discuss a variety of time series analysis (TSA) techniques and models. We classify them in the sets (i) univariate TSA, (ii) multivariate TSA, and (iii) multiple TSA. We provide relevant marketing applications of each set, and provide illustrative examples.

Suggested Citation

  • Horváth, Csilla & Kornelis, Marcel & Leeflang, Peter S.H., 2002. "What marketing scholars should know about time series analysis : time series applications in marketing," Research Report 02F17, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
    • Handle: RePEc:gro:rugsom:02f17
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    File URL: http://irs.ub.rug.nl/ppn/239689623
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    Cited by:

    1. Horváth, Csilla & Wieringa, Jaap E., 2003. "Combining time series and cross sectional data for the analysis of dynamic marketing systems," Research Report 03F13, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
    2. Neelotpaul Banerjee & Somroop Siddhanta, 2015. "An Empirical Investigation on the Impact of Marketing Communication Expenditure on Firms’ Profitability: Evidence from India," Global Business Review, International Management Institute, vol. 16(4), pages 609-622, August.

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