Question
In the following simple linear regression model, it is suspected that the error term follows the second autoregressive process . Let be the least squares
In the following simple linear regression model, it is suspected that the error term follows the second autoregressive process .
Let be the least squares residual from this.
1)In this case, write down the estimation equation using is not true as the dependent variable for performing the Lagrange Multiplier Test for .
2) 1) As a result of estimating the estimation equation, the value was 0.564. Present the value of the test statistic calculated by the number of accurate observations used in the estimation of 9. and the rejection at the 5% significance level in order.
I'll give you a thumbs-up by answering these two questions. Thank you very much.
yt=1+2xt+t,t=1,,14. yt=1+2xt+t,t=1,,14Step by Step Solution
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