Generate two random walk series as indicated in Eqs. (21.7.1) and (21.7.2) and regress one on the
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Generate two random walk series as indicated in Eqs. (21.7.1) and (21.7.2) and regress one on the other. Repeat this exercise but now use their first differences and verify that in this regression the R2 value is about zero and the Durbin–Watson d is close to 2.
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