2. Find a data set of economic/financial time series with one y variable and two independent variables xi and x2. Verify the following result 1-r where: R is for the regression of y on both xi and xi; r, and r, are for the regressions of y on xi and x2, respectively; and 2 is the correlation coefficient between x1 and x2

MATLAB: An Introduction with Applications
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ISBN:9781119256830
Author:Amos Gilat
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Chapter1: Starting With Matlab
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2. Find a data set of economic/financial time series with one y variable and two independent
variables xi and x2. Verify the following result
R =
1-r
where: R is for the regression of y on both xı and xi; and r are for the regressions ofy onxı
and x2, respectively; and r12 is the correlation coefficient between x, and x2.
Transcribed Image Text:2. Find a data set of economic/financial time series with one y variable and two independent variables xi and x2. Verify the following result R = 1-r where: R is for the regression of y on both xı and xi; and r are for the regressions ofy onxı and x2, respectively; and r12 is the correlation coefficient between x, and x2.
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