table 7 autocorrelations of the residuals from estimating the regression ΔgPMt = 0.0006 − 0.33301 ΔgPMt −1 + εt 1Q:1992–4Q:2001 (40 Observations) regression Statistics R-squared Standard error Observations Durbin–watson intercept ΔgPMt −1 ΔgPMt −4 Coefficient −0.0001 −0.0608 0.8720 0.9155 0.0057 40 2.6464 Standard error 0.0009 0.0687 0.0678 t-Statistic −0.0610 −0.8850 12.8683 lag 1 2 3 4 5 autocorrelation −0.1106 −0.5981 −0.1525 0.8496 −0.1099 table 8 shows the output from a regression on changes in the gPM for home Depot, where we have changed the specification of the ar regression. table 8 Change in gross Profit Margin for home Depot 1Q:1992–4Q:2001 a. identify the change that was made to the regression model. b. Discuss the rationale for changing the regression specification
table 7 autocorrelations of the residuals from estimating the regression ΔgPMt = 0.0006 − 0.33301 ΔgPMt −1 + εt 1Q:1992–4Q:2001 (40 Observations) regression Statistics R-squared Standard error Observations Durbin–watson intercept ΔgPMt −1 ΔgPMt −4 Coefficient −0.0001 −0.0608 0.8720 0.9155 0.0057 40 2.6464 Standard error 0.0009 0.0687 0.0678 t-Statistic −0.0610 −0.8850 12.8683 lag 1 2 3 4 5 autocorrelation −0.1106 −0.5981 −0.1525 0.8496 −0.1099 table 8 shows the output from a regression on changes in the gPM for home Depot, where we have changed the specification of the ar regression. table 8 Change in gross Profit Margin for home Depot 1Q:1992–4Q:2001 a. identify the change that was made to the regression model. b. Discuss the rationale for changing the regression specification
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