Search found 1 match
- Mon Jan 06, 2014 7:50 pm
- Forum: Econometric Discussions
- Topic: Changes to the Data Generating Process
- Replies: 0
- Views: 1331
Changes to the Data Generating Process
My issue is that I have time-series data that trends nicely except for this last quarter where the data generating process was changed. now some of the estimates don't trend. are there any statistical techniques i can apply to smooth out the data? i only have this last data point using the new data-...