Interpretation of change in log in regression











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I have build a time series regression with the formula:
$$Deltalog A = alpha+betaDeltalog B $$
I have found $beta= -0.05$. I can't seem to figure out how to interpret this number. I know that in a log-log regression the coefficient denotes a procentual effect. But I can't figure out how to inpret it for a $Deltalog-Deltalog$ regression. Could someone help me out?






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    down vote

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    I have build a time series regression with the formula:
    $$Deltalog A = alpha+betaDeltalog B $$
    I have found $beta= -0.05$. I can't seem to figure out how to interpret this number. I know that in a log-log regression the coefficient denotes a procentual effect. But I can't figure out how to inpret it for a $Deltalog-Deltalog$ regression. Could someone help me out?






    regression







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      up vote
      0
      down vote

      favorite









      up vote
      0
      down vote

      favorite











      I have build a time series regression with the formula:
      $$Deltalog A = alpha+betaDeltalog B $$
      I have found $beta= -0.05$. I can't seem to figure out how to interpret this number. I know that in a log-log regression the coefficient denotes a procentual effect. But I can't figure out how to inpret it for a $Deltalog-Deltalog$ regression. Could someone help me out?






      regression







      share|cite|improve this question













      I have build a time series regression with the formula:
      $$Deltalog A = alpha+betaDeltalog B $$
      I have found $beta= -0.05$. I can't seem to figure out how to interpret this number. I know that in a log-log regression the coefficient denotes a procentual effect. But I can't figure out how to inpret it for a $Deltalog-Deltalog$ regression. Could someone help me out?






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      regression






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      asked 4 hours ago









      Cardinal

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      587






















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          The value $beta= -0.05$ represents the slope for the linear regression in the plane $Deltalog-Deltalog$ and $alpha$ is the $y$ value assumed for $B=1$.



          For the exponential representation we have



          $$Deltalog A = alpha+betaDeltalog B iff e^frac A{A_0}=e^{alpha}e^{left(frac B{B_0}right)^{beta}}$$






          share|cite|improve this answer























          • Yeah sure, but is there an interpretation like in the log-log plane?
            – Cardinal
            4 hours ago










          • @Cardinal Ah ok your doubt is about the not linear representation?
            – gimusi
            4 hours ago











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          The value $beta= -0.05$ represents the slope for the linear regression in the plane $Deltalog-Deltalog$ and $alpha$ is the $y$ value assumed for $B=1$.



          For the exponential representation we have



          $$Deltalog A = alpha+betaDeltalog B iff e^frac A{A_0}=e^{alpha}e^{left(frac B{B_0}right)^{beta}}$$






          share|cite|improve this answer























          • Yeah sure, but is there an interpretation like in the log-log plane?
            – Cardinal
            4 hours ago










          • @Cardinal Ah ok your doubt is about the not linear representation?
            – gimusi
            4 hours ago















          up vote
          0
          down vote













          The value $beta= -0.05$ represents the slope for the linear regression in the plane $Deltalog-Deltalog$ and $alpha$ is the $y$ value assumed for $B=1$.



          For the exponential representation we have



          $$Deltalog A = alpha+betaDeltalog B iff e^frac A{A_0}=e^{alpha}e^{left(frac B{B_0}right)^{beta}}$$






          share|cite|improve this answer























          • Yeah sure, but is there an interpretation like in the log-log plane?
            – Cardinal
            4 hours ago










          • @Cardinal Ah ok your doubt is about the not linear representation?
            – gimusi
            4 hours ago













          up vote
          0
          down vote










          up vote
          0
          down vote









          The value $beta= -0.05$ represents the slope for the linear regression in the plane $Deltalog-Deltalog$ and $alpha$ is the $y$ value assumed for $B=1$.



          For the exponential representation we have



          $$Deltalog A = alpha+betaDeltalog B iff e^frac A{A_0}=e^{alpha}e^{left(frac B{B_0}right)^{beta}}$$






          share|cite|improve this answer














          The value $beta= -0.05$ represents the slope for the linear regression in the plane $Deltalog-Deltalog$ and $alpha$ is the $y$ value assumed for $B=1$.



          For the exponential representation we have



          $$Deltalog A = alpha+betaDeltalog B iff e^frac A{A_0}=e^{alpha}e^{left(frac B{B_0}right)^{beta}}$$







          share|cite|improve this answer














          share|cite|improve this answer



          share|cite|improve this answer








          edited 4 hours ago

























          answered 4 hours ago









          gimusi

          83.8k74292




          83.8k74292












          • Yeah sure, but is there an interpretation like in the log-log plane?
            – Cardinal
            4 hours ago










          • @Cardinal Ah ok your doubt is about the not linear representation?
            – gimusi
            4 hours ago


















          • Yeah sure, but is there an interpretation like in the log-log plane?
            – Cardinal
            4 hours ago










          • @Cardinal Ah ok your doubt is about the not linear representation?
            – gimusi
            4 hours ago
















          Yeah sure, but is there an interpretation like in the log-log plane?
          – Cardinal
          4 hours ago




          Yeah sure, but is there an interpretation like in the log-log plane?
          – Cardinal
          4 hours ago












          @Cardinal Ah ok your doubt is about the not linear representation?
          – gimusi
          4 hours ago




          @Cardinal Ah ok your doubt is about the not linear representation?
          – gimusi
          4 hours ago


















           

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