Transfer Function [?] - Time Series Comparing

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Transfer Function [?] - Time Series Comparing

Postby vititox » Tue Aug 29, 2017 7:45 pm

[Eviews 7 and 8]
Introduction to the problem
I am analysing the following time series:
1) Criminality series in UK (for example, theft) every quarter year.
2) Refugee count in UK every year (I used cubic spline to convert it to a quarterly frequency).

Link for my data: Google Sheets - Click Here

Economic theory: According to Becker (1968) and Elrich (1996) criminality study, the entrance of low income people (refugees in this case) with relatively lower scholarity than UK population would increase crime rates in the region.

I would like to compare both series to identify if the entrance of refugee are statistically increasing the number of the criminality levels in UK. How would you compare both series? Which model would you propose?


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Joined: Thu Aug 24, 2017 3:10 pm

Re: Transfer Function [?] - Time Series Comparing

Postby cgoes » Tue Aug 29, 2017 10:36 pm

Spline is really making your dynamics look weird: Image.

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