Suppose we have a quarterly estimated time series model as
Suppose we have a quarterly estimated time series model as follows:
Yt = 1.0 + 0.12*D1 -0.11*D2 -0.23*D3 + et
Estimate quarterly means based on the above equation
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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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explain the meaning of mean revision for the a first order autoregressive model we have the following modelytnbsp10
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