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Thread: negatives in a time series

  1. #1
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    negatives in a time series

    Hi, I needed to extend my independent variables to the forecasting period (eg. Dec'12) to help in the forecast of the dependent variable (Price, which i sonly up to De'11). But some of the variables because I used proc forecast in SAS become negatives.. for example if the real data I have is on a downward trend.. they become negative if gone too far.. How do I deal with negatives in a time series model.? Thanks

  2. #2
    Points: 651, Level: 13
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    Groningen, Netherlands
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    Re: negatives in a time series

    Transform your dependent variable, i.e. in for instance spss-forecasting module you can choose to transform your DV; Square root, or Log. By doing that, you will not get values smaller than zero (if i'm right). I suggest you try this.

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