OEquation: EQ02 Workfile: TEMP:Untitled\ View Proc Objed Print Name Freeze Estimate Forecast Stats Resids Dependent Variable INTEREST Method Least Squares Date: 09/10/20 Time: 21:33 Sample (adjusted) 2010M03 2019M 12 Included observations: 118 after adjustments Variable Coefficent Std Error -Statstic Prob C -0.149421 1.366098 0.365452 0.006215 0017402 -0.885355 15.53853 4111411 0.083802 0.231441 0.3778 0.0000 INTEREST(-1) INTEREST(-2) UNEMP(-1) UNEMP(-2) 0.168770 0 087917 0 088887 0.074166 0.075188 0.0001 0 9334 0.8174 R-squared Adjusted R-squared S.E of regression Sum squared resid Log likelihood F-stabstic Prob(F-statistic) 0.992907 Mean dependent var 0.992655 SD. dependent var 0.102165 Akaike info critenon 1.179453 Schwarz criterion 104.2976 Hannan Quinn criter. 3954.322 Durbin-Watson stat 0.000000 2776102 1.192120 -1.683011 1.565609 -1.635342 1877536 Consider the above ARDL model for INTEREST (interest) where UNEMP is the unemployment rate. What is the degrees of freemdom of F-test statistic for the null hypothesis that UNEMP does not Granger-cause INTEREST? Select one O a. (3,118) O b. (4,113) Oc (2,113)
OEquation: EQ02 Workfile: TEMP:Untitled\ View Proc Objed Print Name Freeze Estimate Forecast Stats Resids Dependent Variable INTEREST Method Least Squares Date: 09/10/20 Time: 21:33 Sample (adjusted) 2010M03 2019M 12 Included observations: 118 after adjustments Variable Coefficent Std Error -Statstic Prob C -0.149421 1.366098 0.365452 0.006215 0017402 -0.885355 15.53853 4111411 0.083802 0.231441 0.3778 0.0000 INTEREST(-1) INTEREST(-2) UNEMP(-1) UNEMP(-2) 0.168770 0 087917 0 088887 0.074166 0.075188 0.0001 0 9334 0.8174 R-squared Adjusted R-squared S.E of regression Sum squared resid Log likelihood F-stabstic Prob(F-statistic) 0.992907 Mean dependent var 0.992655 SD. dependent var 0.102165 Akaike info critenon 1.179453 Schwarz criterion 104.2976 Hannan Quinn criter. 3954.322 Durbin-Watson stat 0.000000 2776102 1.192120 -1.683011 1.565609 -1.635342 1877536 Consider the above ARDL model for INTEREST (interest) where UNEMP is the unemployment rate. What is the degrees of freemdom of F-test statistic for the null hypothesis that UNEMP does not Granger-cause INTEREST? Select one O a. (3,118) O b. (4,113) Oc (2,113)
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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