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Thread: Time series or not?

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    Time series or not?




    I am working with three series of 33 yearly observations each. My goal is to understand causality and the long run relationships between them; one of them being the dependent variable. Should/Can I use time series tests and modelling? I am reading conflicting opinions on this...

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    Re: Time series or not?

    Your is a little vague. Why don't you think you can use time series?
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    Re: Time series or not?

    Yes, you can use time series models and explore the potential causality (to a limited extent) using Granger causality tests... Long-run dynamics of time series cannot be estimated on 33 observations only. No chance.

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    Re: Time series or not?


    hi,
    if you can work out a plausible model, that suggedts a causal relationship that should hold over a longer oeriod as well, no? I mean, there is no reason to think that a causal relationship could change over time?

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