کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
9663949 | 1446250 | 2005 | 9 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Correlation and the time interval in multiple regression models
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
مهندسی کامپیوتر
علوم کامپیوتر (عمومی)
پیش نمایش صفحه اول مقاله
چکیده انگلیسی
In this paper we investigate the time interval effect of multiple regression models in which some of the variables are additive and some are multiplicative. The effect on the partial regression and correlation coefficients is influenced by the selected time interval. We find that the partial regression and correlation coefficients between two additive variables approach one-period values as n increases. When one of the variables is multiplicative, they will approach zero in the limit. We also show that the decreasing speed of the n-period correlation coefficients between both multiplicative variables is faster than others, except that a one-period correlation has a higher positive value. The results of this paper can be widely applied in various fields where regression or correlation analyses are employed.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: European Journal of Operational Research - Volume 162, Issue 2, 16 April 2005, Pages 433-441
Journal: European Journal of Operational Research - Volume 162, Issue 2, 16 April 2005, Pages 433-441
نویسندگان
Rong Jea, Jin-Lung Lin, Chao-Ton Su,