A "Seasonal Dummies" predictor is a special feature that adds to the model seasonal indicator or "dummy" variables to serve as regressors for seasonal effects. A Seasonal Dummies input is added to the ...

Regression is a statistical method that allows us to look at the relationship between two variables, while holding other factors equal.

Researchers often suggest the usefulness of regression models of market response as aids to market decision making. Commonly, models which involve monthly, bimonthly, or quarterly data explicitly ...

Linear Regression in Finance The goal of a linear regression model is to estimate the magnitude of a relationship between variables and whether or not it is statistically significant.

The standard linear regression model does not apply when the effect of one explanatory variable on the dependent variable depends on the value of another explanatory variable. In this case, the ...

Note that if the model includes an intercept term, the number of seasonal dummy regressors is one less than s to ensure that the linear system is full rank. The seasonal dummy variables are included ...

Michael C. Lovell, Seasonal Adjustment of Economic Time Series and Multiple Regression Analysis, Journal of the American Statistical Association, Vol. 58, No. 304 (Dec., 1963), pp. 993-1010 ...