Regression Analysis and Seasonal Adjustment of Time Series

Eva Ostertagová^1, and Oskar Ostertag²

¹Department of Mathematics and Theoretical Informatics, Faculty of Electrical Engineering and Informatics, Technical University of Košice, Nemcovej 32, 042 00 Košice, Slovak Republic

²Department of Applied Mechanics and Mechatronics, Faculty of Mechanical Engineering, Technical University of Košice, Letná 9, 042 00 Košice, Slovak Republic

Cite this paper:
Eva Ostertagová and Oskar Ostertag. Regression Analysis and Seasonal Adjustment of Time Series. Journal of Automation and Control. 2015; 3(3):118-121. doi: 10.12691/automation-3-3-16

Abstract

The aim of this article is to demonstrate the dummy variables for estimation seasonal effects in a time series, to use them as inputs in a regression model for obtaining quality predictions. Model parameters were estimated using the least square method. After fitting, special tests to determine, if the model is satisfactory, were employed. The application data were analyzed using the MATLAB computer program that performs these calculations.

Keywords:
seasonal time series dummy variables trigonometric regression functions method of least squares residual analysis

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References:

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