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MOVING‐AVERAGE TRANSFORMATIONS IN CLASSICAL LINEAR MODELS
Author(s) -
Rowley J. C. R.,
Wilton D. A.
Publication year - 1973
Publication title -
metroeconomica
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.256
H-Index - 29
eISSN - 1467-999X
pISSN - 0026-1386
DOI - 10.1111/j.1467-999x.1973.tb00219.x
Subject(s) - queen (butterfly) , citation , library science , computer science , operations research , mathematics , hymenoptera , botany , biology
Economists are frequently compelled to use data which take inappropriate forms. One particular deficiency is discussed in the paper below; namely, the prior adjustment of economic time-series by moving average transformations. This discussion is restricted to regression analyses and data which satisfy the conditions for the classical linear model.