- Use Simple Regression Tho It Has A Theoretical Flaw To Fit An Ar 1 Model To The Data Shown Below As A Hint The Ar 1 1 (55.67 KiB) Viewed 40 times
Use simple regression (tho it has a theoretical flaw) to fit an AR(1) model to the data shown below As a hint, the AR(1) model would be: 0 = A + B 0-1+ where is the observation constant multiplier on the lagged term Test the null hypothesis that the multiplier = 1 std error of the multiplier t-statistic critical value result of test "reject" or "cannot reject" If the correct multiplier is 1, what kind of time series is this? observed value 5.170484 5.170771 5.173868 5.178158 5.184495 5.190448 5.197670 5.199407 5.194386 5.196296 5.201521 5.198651 5.206652 5.210922 5.217502 5.213820 5.213375 5.214613 5.216778 5.203190 5.209939