A regression surprise resolved
Working paper
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http://hdl.handle.net/11250/164129Utgivelsesdato
2008-09Metadata
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Sammendrag
In this note we explore the following surprising fact: In regression with trend and seasonality, the
prediction risk is constant for all seasons of a new cycle, despite the fact that it increases with time
when the seasons are left out. Awareness of this may be useful to both the practicing statistician
and to teachers of statistics. The challenge of resolving the issue may also be given to students of
statistics as a research project.
Utgiver
Norwegian School of Economics and Business Administration. Department of Finance and Management ScienceSerie
Discussion paper2008:16