Sunday, 29 August 2010

Nice trend, hum?


2 comments:

  1. I have seen many ways of establishing trends in macro data, from filters to imposing a trend term in regressions, but this one (picking random begin and end points, and fitting a line in excel) is definitely the most curious one I have seen.

    ReplyDelete
  2. "is definitely the most curious one I have seen"

    Really? You had never seen a linear trend? That means that you are not a very curious person. However, I am delighted to know that, thanks to me, you have seen, for the first time, one of the most basic things in time series analysis.

    ReplyDelete