Predicted Trend line (ytrend) vs. Regression line for time series data

ajames2020 — Thu, 14 May 2020 03:36:28 GMT

Are these two lines the same? This is based on a segmented regression that I'm doing. I'm trying to use two separate methods to create the plots:

1. Do separate regression lines by using sgplot and the "group" option for under regression.

2. Generating values for ytrend using proc autoreg, then plotting the trend line.

The lines from 1 and 2 above seem to fit the points differently. Option 1 gives me a better fit. If I'm interested in connecting the two regression lines generated in option (1) above, how would I do that? (I'm trying to show a level change in my interrupted time series analysis.

Re: Predicted Trend line (ytrend) vs. Regression line for time series data

smantha — Thu, 11 Jun 2020 02:34:28 GMT

A regression line is different from a trend line,Though both can be correlated some times. This is more evident in time series plots. For a time series the following are how things are looked at

Y=intercept+seasonality(seasonal patterns)+Other causals

as an example if you are measuring sales due to an advertising campaign Other causals represent your marketing actvity and Y is the sales response, then your intercept+seasonality must be able to capture trend.

topic Predicted Trend line (ytrend) vs. Regression line for time series data in SAS Programming

Predicted Trend line (ytrend) vs. Regression line for time series data

Re: Predicted Trend line (ytrend) vs. Regression line for time series data