Administrative Report Or Publication
 

An examination of dynamic relationships -- and the lack thereof -- among U.S. lumber prices, U.S. housing starts, U.S. log exports to Japan, and Japanese housing starts

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https://ir.library.oregonstate.edu/concern/administrative_report_or_publications/bk128b97f

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  • Haugh and Box (1977) and Pierce (1977) presented dynamic regression (transfer function) procedures for examining possible interrelationships among more than one time series variable. This report employs these pro­cedures in an empirical analysis of U.S. relative lumber prices, U.S. housing starts, and U.S. log exports to Japan. The reduction in the variance of the residual noise series (relative to that of the univariate output ARIMA model) because of the influence of the input series is not large. Possible misspecifications of the multi­variate causal structure and discrepancies in the modeling procedure are discussed.
  • Published December 1979. Facts and recommendations in this publication may no longer be valid. Please look for up-to-date information in the OSU Extension Catalog: http://extension.oregonstate.edu/catalog
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