The regession model output of an autoregressive (AR2) model are shown below:CoefficientsConstant0.006503139Lag 11.089593514Lag 2-0.09525277Assume Lag 1 and Lag 2 are 1.0920 and 1.0910, respectively. The predicted value of the y-variable is closest to1.0895.00651.08927O 1.09242

The regression equation is y' = 0.006503139 + 1.089593514 Lag1 - 0.09525277 Lag2

Answered: The regession model output of an…

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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The regession model output of an autoregressive (AR2) model are shown below: Coefficients Constant 0.006503139 Lag 1 Lag 2 1.089593514 -0.09525277 Assume Lag 1 and Lag 2 are 1.0920 and 1.0910, respectively. The predicted value of the y-variable is closest to 1.0895 O .0065 O 1.08927 1.09242