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2. Following is the result (abstract) of the exponential trend model estimated for NYSE volume Dependent Variable: NYSEVOL Sample: 1900M01 2004M04 Included observations: 1252 NYSEVOL=C(1) *EXP(C(2) *T) C(1) C(2) Coefficient 0.001764 0.01346 Std. Error t-Statistic Prob. 0.000253 6.980175 0.000118 114.069 0 0

2. Following is the result (abstract) of the exponential trend model estimated for NYSE volume Dependent Variable: NYSEVOL Sample: 1900M01 2004M04 Included observations: 1252 NYSEVOL=C(1) *EXP(C(2) *T) C(1) C(2) Coefficient 0.001764 0.01346 Std. Error t-Statistic Prob. 0.000253 6.980175 0.000118 114.069 0 0

MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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2. Following is the result (abstract) of the exponential trend model estimated for NYSE volume: Dependent Variable: NYSEVOL Sample: 1900M01 2004M04 Included observations: 1252 NYSEVOL=C(1)*EXP(C(2)*T) C(1) C(2) R-squared Adjusted R-squared 2004M05 Coefficient 0.001764 0.01346 Fill in the following table (show steps) Period Forecast of NYSEVOL 2004M06 Std. Error t-Statistic Prob. 6.980175 114.069 0.000253 0.000118 0.973366 Mean dependent var 0.973345 S.D. dependent var Actual 30000.65 28799.13 0 0 2199.099 5970.693 Forecast errors
Transcribed Image Text:2. Following is the result (abstract) of the exponential trend model estimated for NYSE volume: Dependent Variable: NYSEVOL Sample: 1900M01 2004M04 Included observations: 1252 NYSEVOL=C(1)*EXP(C(2)*T) C(1) C(2) R-squared Adjusted R-squared 2004M05 Coefficient 0.001764 0.01346 Fill in the following table (show steps) Period Forecast of NYSEVOL 2004M06 Std. Error t-Statistic Prob. 6.980175 114.069 0.000253 0.000118 0.973366 Mean dependent var 0.973345 S.D. dependent var Actual 30000.65 28799.13 0 0 2199.099 5970.693 Forecast errors
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