Date:         Fri, 10 Jul 2009 12:18:33 -0700
Reply-To:     jimjohn <azam.khan@utoronto.ca>
Sender:       "SPSSX(r) Discussion" <SPSSX-L@LISTSERV.UGA.EDU>
From:         jimjohn <azam.khan@utoronto.ca>
Subject:      Find a regression model who's predictions are not that volatile
Content-Type: text/plain; charset=us-ascii

I haev a regression model with two independent variables. these two variables
have historically proved to be a good predictor since the Adjusted R^2 =
.707. However, for the most recent month and the month before, although the
model has been predicting the correct movement of the independent variable,
it has been overestimating the absolute value of that move. I'm trying to
find a different regression model that may be less volatile so that it
wouldn't predict such big changes but still be a decent predictor. I tried
quadratic terms, I tried taking the ln of the dep variable but both cases I
still get the high predicted value. Any ideas how I can find such a
less-volatile model? Thanks guys!
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