Lesson 8: Regression with ARIMA errors, Cross correlation functions, and Relationships between 2 Time Series

Overview

This week we'll start coverage of regression between two time series.

Objectives

After successfully completing this lesson, you should be able to:

  • Recognize when and how to adjust for residuals with a time series structure
  • Estimate the adjusted intercept and slope
  • Interpret the cross-correlation function
  • Identify and interpret transfer function models