The accompanying file contains data for y. a. Estimate an autoregressive model of order 1, y t
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The accompanying file contains data for y.
a. Estimate an autoregressive model of order 1, yt = β0 + β1yt−1 + εt, to make a one-step-ahead forecast (t = 25) for y.
b. Estimate an autoregressive model of order 2, yt = β0 + β1yt−1 + β2yt−2 + εt, to make a one-step-ahead forecast (t = 25) for y.
t | y |
1 | 29.32 |
2 | 30.96 |
3 | 35.79 |
4 | 38.79 |
5 | 42.73 |
6 | 42.49 |
7 | 43.06 |
8 | 45.16 |
9 | 46.31 |
10 | 45.66 |
11 | 48.46 |
12 | 45.52 |
13 | 48.83 |
14 | 47.84 |
15 | 46.01 |
16 | 44.93 |
17 | 47.77 |
18 | 45.63 |
19 | 45.38 |
20 | 45.78 |
21 | 44.84 |
22 | 46.86 |
23 | 48.12 |
24 | 48.58 |
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Related Book For
Business Statistics Communicating With Numbers
ISBN: 9781260716306
4th Edition
Authors: Sanjiv Jaggia, Alison Kelly
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