Run similar models to those in Exercise 8 but now use both series in levels instead of

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Run similar models to those in Exercise 8 but now use both series in levels instead of growth rates. Perform similar t-ratios and F-tests as in Exercise 9. Comment on your results in comparison with those in Exercises 8 and 9.

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Forecasting for Economics and Business

ISBN: 978-0131474932

1st edition

Authors: Gloria Gonzalez Rivera

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Question Posted: Feb 25, 2016 06:13 AM

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Run similar models to those in Exercise 8 but now use both series in levels instead of

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This exercise is designed to bring some warnings on regression between nonstationary stochastic processes We does not have knowledge yet of stationari...View the full answer

Forecasting for Economics and Business

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