You estimate the following model. Dependent Variable: DRATE Method: ARMA Conditional Least Squares (Gauss-Newton / Marquardt steps) Date: 02/24/20 Time: 20:21 Sample (adjusted): 1962M02 2019M07 Included observations: 690 after adjustments Failure to Improve likelihood (non-zero gradients) after 11 iterations Coefficient covariance computed using outer product of gradients MA Backcast: 1962M01 Variable C MA(1) R-squared Adjusted R-squared S.E. of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic) Inverted MA Roots O-0.002872 O-0.002933 O.0.439867 Coefficient Std. Error O 0.261752 -0.002872 0.439867 0.133801 0.132542 0.261752 47.13757 -53.21823 106.2748 0.000000 -44 t-Statistic 0.014344 -0.200229 0.034251 12.84247 Mean dependent var S.D. dependent var Akaike Info criterion Schwarz criterion Hannan-Quinn criter. Durbin-Watson stat Prob. 0.8414 0.0000 The unconditional mean of the above process (from Eviews output above) is -0.002933 0.281038 0.160053 0.173203 0.165139 2.088358
You estimate the following model. Dependent Variable: DRATE Method: ARMA Conditional Least Squares (Gauss-Newton / Marquardt steps) Date: 02/24/20 Time: 20:21 Sample (adjusted): 1962M02 2019M07 Included observations: 690 after adjustments Failure to Improve likelihood (non-zero gradients) after 11 iterations Coefficient covariance computed using outer product of gradients MA Backcast: 1962M01 Variable C MA(1) R-squared Adjusted R-squared S.E. of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic) Inverted MA Roots O-0.002872 O-0.002933 O.0.439867 Coefficient Std. Error O 0.261752 -0.002872 0.439867 0.133801 0.132542 0.261752 47.13757 -53.21823 106.2748 0.000000 -44 t-Statistic 0.014344 -0.200229 0.034251 12.84247 Mean dependent var S.D. dependent var Akaike Info criterion Schwarz criterion Hannan-Quinn criter. Durbin-Watson stat Prob. 0.8414 0.0000 The unconditional mean of the above process (from Eviews output above) is -0.002933 0.281038 0.160053 0.173203 0.165139 2.088358
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
Related questions
Question
Kk5.
Expert Solution
This question has been solved!
Explore an expertly crafted, step-by-step solution for a thorough understanding of key concepts.
This is a popular solution!
Trending now
This is a popular solution!
Step by step
Solved in 2 steps
Recommended textbooks for you
MATLAB: An Introduction with Applications
Statistics
ISBN:
9781119256830
Author:
Amos Gilat
Publisher:
John Wiley & Sons Inc
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
ISBN:
9781305504912
Author:
Frederick J Gravetter, Larry B. Wallnau
Publisher:
Cengage Learning
MATLAB: An Introduction with Applications
Statistics
ISBN:
9781119256830
Author:
Amos Gilat
Publisher:
John Wiley & Sons Inc
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
ISBN:
9781305504912
Author:
Frederick J Gravetter, Larry B. Wallnau
Publisher:
Cengage Learning
Elementary Statistics: Picturing the World (7th E…
Statistics
ISBN:
9780134683416
Author:
Ron Larson, Betsy Farber
Publisher:
PEARSON
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
Statistics
ISBN:
9781319013387
Author:
David S. Moore, George P. McCabe, Bruce A. Craig
Publisher:
W. H. Freeman