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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