Suppose we have the durbin-watson statistic is equal to 30
Suppose we have the Durbin-Watson statistic is equal to 3.0 from the regression residual, Does this result indicate that error terms are independent? Justify your answer.
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suppose xtnbspfollows a random walk model ie xtnbsp xt-1nbsp etnbsp etnbsp iid 05 1a compute the mean and variance of
suppose we have a quarterly estimated time series model as followsytnbsp 10 012d1nbsp-011d2nbsp-023d3nbsp etestimate
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suppose we have the durbin-watson statistic is equal to 30 from the regression residual does this result indicate that
explain the meaning of mean revision for the a first order autoregressive model we have the following modelytnbsp10
a what are important principles of least square estimation for the linear regressionb what are the properties of least
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