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.

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 ...

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 ...

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 ...

For a seasonal cycle of length s, the seasonal dummy regressors include for models that include an intercept term and for models that exclude an intercept term. Each element of a seasonal dummy ...

A way to avoid the problem would be to test in a single step all dummy variables corresponding to the same categorical variable rather than one dummy variable at a time, such as in the analysis of ...