sj
2007-Feb-22 21:57 UTC
[R] is a time series regression model a causal forecasting model?
I have a semantics question, I am reading Bowerman and O'Connell and they state that forecasting models fall into two categories, univariate and causal. My question is whether a time series regression model that relates the time series of interest to functions of time such as the day of the week or month of the year could be considered a causal model? thanks, spencer [[alternative HTML version deleted]]