Greeting scholars, I have gathered data that covers around ten years and would like to analyze using time series regression in SPSS. Can anyone help by providing some guidance on how this is done in details and by providing some good reading materials? Thanks all.
Regression basically is a relationship between two variables. It shows a cause and effect relationship (dependence and independence) between variables. Regarding your question, in time series regression, TIME is the independent variable. So the variation of a parameter(dependent) with respect to time can be depicted by time series regression. It can be linear, quadratic or of higher order.
How it is performed is already answered by Stephen Politzer-Ahles.
In excel sheet, you can get it by 'trendline' or 'data analysis' options. SPSS is a software package. I think you should go for some papers or textbook so that you can perform a regression analysis yourself and have a thorough understanding, rather than using SPSS. Later you can use software to save time.
Have you tried searching online? There are a lot of resources:
https://www.youtube.com/watch?v=WKq4Ap-gdlU
http://uk.mathworks.com/discovery/time-series-regression.html
https://www.otexts.org/fpp/4/8
http://fmwww.bc.edu/EC-C/F2012/228/EC228.f2012.nn10.pdf
I have and RG was one of my first trials. Thanks, the links sound very helpful.
Regression basically is a relationship between two variables. It shows a cause and effect relationship (dependence and independence) between variables. Regarding your question, in time series regression, TIME is the independent variable. So the variation of a parameter(dependent) with respect to time can be depicted by time series regression. It can be linear, quadratic or of higher order.
How it is performed is already answered by Stephen Politzer-Ahles.
In excel sheet, you can get it by 'trendline' or 'data analysis' options. SPSS is a software package. I think you should go for some papers or textbook so that you can perform a regression analysis yourself and have a thorough understanding, rather than using SPSS. Later you can use software to save time.
- Badges
- Science topic
- Similar topics
- Statistics
- Time Series