Include a covariate in a time series analysis or include correlated time series errors in a regression analysis

Minitab does not include an application for a time series analysis that uses covariates or regression involving correlated time series errors.

However, you can use Minitab to analyze the data described. For example, if the model specified is:

Yt = a0 + a1 X1t + a2 X2t + Et where Yt is the response variable, X1t, X2t are the dependent variables, and Et is the time series.

  1. Regress Yt against X1t and X2t.
  2. Analyze the resulting residuals with Minitab's time series module.
By using this site you agree to the use of cookies for analytics and personalized content.  Read our policy