Tag:time_series
All the articles with the tag "time_series".
Method | Granger Causality Test
Posted on:May 1, 2024Granger causality testing is a statistical method used to assess whether one time series has forcasting or predictive power over another.
Method | Interrupted Time Series Analysis
Posted on:April 20, 2024To examine how the outcome variable changes after the intervention is implemented. Here, an intervention may be a policy, a program, or another treatment that is implemented at one specific time point.
Method | Introduction About Time Series Regression
Posted on:March 18, 2024Note on ch. 10 to 12 of Wooldridge's Econometrics covering topics related to the classical and modern assumptions of time series regression, as well as the consequences, tests, and corrections of serial correlation problem.