This is a random walk? a. true, b. false random walk w/ a drift, c. true random walk w/ a drift, or d. false lagged var. is not significant

MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
icon
Related questions
Question
3 This is a random walk? a. true, b. false random walk w/ a drift, c. true random walk w/ a drift, or d. false lagged var. is not significant
SUMMARY OUTPUT
Regression Statistics
Multiple R
R Square
Adjusted R Sc 0.99982654
0.99991368
0.99982736
Standard Erre 0.00461919
Observations
635
ANOVA
df
Significance F
S
MS
Regression
3 77.9741009
25.991367 1218139.17
Residual
631 0.01346361 2.1337E-05
Total
634 77.9875645
Coefficients itandard Errol
t Stat
P-value
Lower 95% Upper 95% Lower 95.0% Upper 95.0%
Intercept
LN(M/p LAG) 0.99018062 0.00299198 330.945116
LN(Yd)
LN(i)
-0.0086263
0.0085557 -1.0082541 0.31371896
-0.0254274 0.00817477 -0.0254274 0.00817477
O 0.98430518 0.99605606 0.98430518 0.99605606
0.00503405 0.00204827 2.45770542
0.0142506
0.0010118 0.00905631
0.0010118 0.00905631
-0.0013714 0.00019355 -7.0853949 3.7183E-12 -0.0017515 -0.0009913 -0.0017515 -0.0009913
Transcribed Image Text:SUMMARY OUTPUT Regression Statistics Multiple R R Square Adjusted R Sc 0.99982654 0.99991368 0.99982736 Standard Erre 0.00461919 Observations 635 ANOVA df Significance F S MS Regression 3 77.9741009 25.991367 1218139.17 Residual 631 0.01346361 2.1337E-05 Total 634 77.9875645 Coefficients itandard Errol t Stat P-value Lower 95% Upper 95% Lower 95.0% Upper 95.0% Intercept LN(M/p LAG) 0.99018062 0.00299198 330.945116 LN(Yd) LN(i) -0.0086263 0.0085557 -1.0082541 0.31371896 -0.0254274 0.00817477 -0.0254274 0.00817477 O 0.98430518 0.99605606 0.98430518 0.99605606 0.00503405 0.00204827 2.45770542 0.0142506 0.0010118 0.00905631 0.0010118 0.00905631 -0.0013714 0.00019355 -7.0853949 3.7183E-12 -0.0017515 -0.0009913 -0.0017515 -0.0009913
Expert Solution
steps

Step by step

Solved in 3 steps with 1 images

Blurred answer
Similar questions
Recommended textbooks for you
MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
Statistics
ISBN:
9781119256830
Author:
Amos Gilat
Publisher:
John Wiley & Sons Inc
Probability and Statistics for Engineering and th…
Probability and Statistics for Engineering and th…
Statistics
ISBN:
9781305251809
Author:
Jay L. Devore
Publisher:
Cengage Learning
Statistics for The Behavioral Sciences (MindTap C…
Statistics for The Behavioral Sciences (MindTap C…
Statistics
ISBN:
9781305504912
Author:
Frederick J Gravetter, Larry B. Wallnau
Publisher:
Cengage Learning
Elementary Statistics: Picturing the World (7th E…
Elementary Statistics: Picturing the World (7th E…
Statistics
ISBN:
9780134683416
Author:
Ron Larson, Betsy Farber
Publisher:
PEARSON
The Basic Practice of Statistics
The Basic Practice of Statistics
Statistics
ISBN:
9781319042578
Author:
David S. Moore, William I. Notz, Michael A. Fligner
Publisher:
W. H. Freeman
Introduction to the Practice of Statistics
Introduction to the Practice of Statistics
Statistics
ISBN:
9781319013387
Author:
David S. Moore, George P. McCabe, Bruce A. Craig
Publisher:
W. H. Freeman