Abstract
In this chapter we introduce classical multiple linear regression in a time series context, model selection, exploratory data analysis for preprocessing nonstationary time series (for example trend removal), the concept of differencing and the backshift operator, variance stabilization, and nonparametric smoothing of time series.
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© 2017 Springer International Publishing AG
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Shumway, R.H., Stoffer, D.S. (2017). Time Series Regression and Exploratory Data Analysis. In: Time Series Analysis and Its Applications. Springer Texts in Statistics. Springer, Cham. https://doi.org/10.1007/978-3-319-52452-8_2
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DOI: https://doi.org/10.1007/978-3-319-52452-8_2
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Publisher Name: Springer, Cham
Print ISBN: 978-3-319-52451-1
Online ISBN: 978-3-319-52452-8
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