Consider the forecasting model with a simple, linear trend: It = B1 + B2t + Et Where t is the index for t = 1, 2, ..., T. The OLS estimator of B1, B2 is: E (t – ¥t)(t – t) B2 = Where "bars" standards for the sample mean e.g. t = E-1 Yt. a Using those formulas, derive the OLS estimator of the regression yt = a1+ a2(t – 1) +€t. Compare to Bị and B2. 81 + 82t + ɛt. b Again, using those formulas, derive the OLS estimator of the regression yt/1000 Compare to 31 and B2.
Consider the forecasting model with a simple, linear trend: It = B1 + B2t + Et Where t is the index for t = 1, 2, ..., T. The OLS estimator of B1, B2 is: E (t – ¥t)(t – t) B2 = Where "bars" standards for the sample mean e.g. t = E-1 Yt. a Using those formulas, derive the OLS estimator of the regression yt = a1+ a2(t – 1) +€t. Compare to Bị and B2. 81 + 82t + ɛt. b Again, using those formulas, derive the OLS estimator of the regression yt/1000 Compare to 31 and B2.
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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![Consider the forecasting model with a simple, linear trend:
It = ß1 + Bzt + et
Where t is the index for t = 1, 2, ..., T. The OLS estimator of B1, B2 is:
E (4t – Ht)(t – t)
B2 =
Bi = y – Bạf
Where "bars" standards for the sample mean e.g. t = E-1 Yt.
a Using those formulas, derive the OLS estimator of the regression yt = a1+a2(t – 1) + Et. Compare to
Bị and B2.
81 + 82t + ɛt.
b Again, using those formulas, derive the OLS estimator of the regression Yt/1000
Compare to B1 and B2.](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2F99243d4d-6d14-4b35-89e5-32ff60d643c2%2F59213ecf-c28d-4bac-a72f-b5e409955dd9%2Fnvabpd_processed.jpeg&w=3840&q=75)
Transcribed Image Text:Consider the forecasting model with a simple, linear trend:
It = ß1 + Bzt + et
Where t is the index for t = 1, 2, ..., T. The OLS estimator of B1, B2 is:
E (4t – Ht)(t – t)
B2 =
Bi = y – Bạf
Where "bars" standards for the sample mean e.g. t = E-1 Yt.
a Using those formulas, derive the OLS estimator of the regression yt = a1+a2(t – 1) + Et. Compare to
Bị and B2.
81 + 82t + ɛt.
b Again, using those formulas, derive the OLS estimator of the regression Yt/1000
Compare to B1 and B2.
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