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Regression

Montrey

Member
Stupid question but I need confirmation.

Can you use a moving average of the dependent variable as an independent variable in a regression analysis?

I know there is a term for this type of error but it has been several years since college.

I almost positive this is a big no no mostly because it always produces an R^2 of nearly 100%.


Thanks to anyone that can affirm.
 
Montrey


I sort of doubt you can but can't offer a mathmatical reason why


I'd suggest having a look at a Maths or Statistics blog and ask the question there
 
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