A regression surprise resolved
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- Discussion papers (FOR) 
In this note we explore the following surprising fact: In regression with trend and seasonality, the prediction risk is constant for all seasons of a new cycle, despite the fact that it increases with time when the seasons are left out. Awareness of this may be useful to both the practicing statistician and to teachers of statistics. The challenge of resolving the issue may also be given to students of statistics as a research project.
PublisherNorwegian School of Economics and Business Administration. Department of Finance and Management Science