Min. sample size for time series regression?
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Min. sample size for time series regression?
I want to run a time series regression with annual data. To make it more concrete: I would like to analyze the impact of different factors such as world market price, input prices and the wholesale price of process products on the price of agricultural commodities in some European countries. Most of the data for potentials variables is available in databases like Eurostat, but mainly just annually. I am wondering what the minimum sample size for a time series analysis is. I think I can only cover a time range of roughly 15 years, is that enough and can I still do all the tests for autocorrelation, serrial correlation etc.? I somehow couldn’t find that kind of information in my literature, any source you can recommend?
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