c) Figure 2 in the Appendix displays a plot of another time series Xt. Theresults of an ADL(1,1) model estimated on the full sample is given inTable 8. Interpret the dynamic effects of X, on Y, and critically evaluatethe results of this regression model. Figure 2☆8-6-42-0--2Table 8. reg y L.y x L.xSource I100Model | 431.259016Residual I 512.201518SSTotal I 943.4605331x |y | Coefficient std. err.y lL1. I.6757815--. I .0535314L1. I -.02358391cons |Line Graph of x.0563387df3 143.753005395 1.2967127398 2.37050385.0373755.0531761.0532054I200Time.1548425MSt18.08Number of obsF (3, 395)Prob > FR-squaredAdj R-squaredRoot MSEP>|t|0.0001.01 0.315-0.44 0.6583000.36 0.716.6023017- .0510122-.1281851===-.2480798=T400[95% conf. interval]399110.860.00000.45710.45301.1387.7492613.158075.0810174.3607573

The data represents the regression model output for the estimated model ADL(1,1).

Answered: Figure 2 in the Appendix displays a…

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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Figure 2 in the Appendix displays a plot of another time series X₁. The results of an ADL(1,1) model estimated on the full sample is given in Table 8. Interpret the dynamic effects of X, on Y, and critically evaluate