q19- Dependent Variable: INTERESTMethod: Least SquaresDate: 09/10/20 Time: 21:08Sample (adjusted): 2010M03 2019M12Included observations: 118 after adjustmentsCoefficient-0.009823 0.024550-0.400117 0.68981.374092 0.08646415.89212 0.0000-0.376696 0.086921 -4.333757 0.0000VariableCINTEREST(-1)INTEREST(-2)R-squaredAdjusted R-squaredS.E. of regressionII101IIEquation: UNTITLED Workfile: TEMP::Untitled\View Proc Object Print Name Freeze Estimate Forecast Stats ResidsCorrelogram of ResidualsDate: 09/10/20 Time: 21:08Sample (adjusted): 2010M03 2019M12Q-statistic probabilities adjusted for 2 dynamic regressorsAutocorrelation Partial CorrelationC.ים,IIII0.992863 Mean dependent varS.D. dependent var0.9927380.101586 Akaike info criterionIIStd. ErrorII3 0.033 0.044 2.3044 0.5124 0.096 0.077 3.4426 0.4875 0.035 0.037 3.5935 0.6096 0.020 0.038 3.6463 0.7247 0.046 0.047 3.9158 0.7898 0.088 0.084 4.9134 0.7679 -0.046 -0.051 5.1861 0.81810 -0.060 -0.046 5.6527 0.844An AR(2) model is fitted to time series INTEREST (interest rate). The least-squares estimation results and the residual correlogram are given above.Which statement is correct about the results?t-Statistic Prob.101IDIIII2.7761021.192120-1.710727AC PAC Q-Stat Prob1 0.039 0.039 0.1836 0.6682 -0.128 -0.129 2.1702 0.338Select one:O a. The AR (2) model is not suitable, due to the evidence of autocorrelated error termO b. The AR (2) model is suitable, due to little evidence of autocorrelated error termThe AR(2) model is not suitable, due to the evidence of heteroskedasticityOd. The AR(1) model is suitable, due to the evidence of no heteroskedasticity

Autocorrelation is also known as serial correlation which shows that the variable is related to its…

An AR(2) model is fitted to time series INTEREST (interest rate). The least-squares estimation results and the residual correlogram are given above. Which statement is correct about the results? Select one: O a. The AR(2) model is not suitable, due to the evidence of autocorrelated error term The AR(2) model is suitable, due to little evidence of autocorrelated error term O c. The AR (2) model is not suitable, due to the evidence of heteroskedasticity O b.

An AR(2) model is fitted to time series INTEREST (interest rate). The least-squares estimation results and the residual correlogram are given above. Which statement is correct about the results? Select one: O a. The AR(2) model is not suitable, due to the evidence of autocorrelated error term The AR(2) model is suitable, due to little evidence of autocorrelated error term O c. The AR (2) model is not suitable, due to the evidence of heteroskedasticity O b.

ENGR.ECONOMIC ANALYSIS

14th Edition

ISBN:9780190931919

Author:NEWNAN

Publisher:NEWNAN

Chapter1: Making Economics Decisions

Section: Chapter Questions

Problem 1QTC

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