Regression Analysis of Marketing Time Series: A Wavelet Approach with Some Frequency Domain Insights

Q4 Business, Management and Accounting Review of Marketing Science Pub Date : 2009-01-14 DOI:10.2202/1546-5616.1083

Antonis A. Michis

引用次数: 4

Abstract

Regression analysis with time series data is frequently used in marketing research. However, despite its popularity and ease of interpretation it cannot provide any information regarding the relations between marketing time series over different frequencies. This article proposes a new research tool, wavelet analysis, that when incorporated in regression analysis can provide some frequency domain insights about the effectiveness of marketing instruments over different cycles. In addition, by adopting appropriate regression-modeling techniques, wavelets can provide increased estimation and prediction accuracy of marketing causal effects.

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营销时间序列的回归分析:一种具有频域洞察力的小波方法

时间序列数据的回归分析在市场研究中经常被使用。然而，尽管它很受欢迎，也很容易解释，但它不能提供关于不同频率上营销时间序列之间关系的任何信息。本文提出了一种新的研究工具，小波分析，当与回归分析相结合时，可以提供一些关于不同周期营销工具有效性的频域见解。此外，通过采用适当的回归建模技术，小波可以提高市场因果效应的估计和预测精度。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Review of Marketing Science Business, Management and Accounting-Marketing

CiteScore

1.10

自引率

0.00%

发文量

期刊介绍： The Review of Marketing Science (ROMS) is a peer-reviewed electronic-only journal whose mission is twofold: wide and rapid dissemination of the latest research in marketing, and one-stop review of important marketing research across the field, past and present. Unlike most marketing journals, ROMS is able to publish peer-reviewed articles immediately thanks to its electronic format. Electronic publication is designed to ensure speedy publication. It works in a very novel and simple way. An issue of ROMS opens and then closes after a year. All papers accepted during the year are part of the issue, and appear as soon as they are accepted. Combined with the rapid peer review process, this makes for quick dissemination.