Suppose the following auxiliary equations is estimated on observations 4 to 40 e t 2 34 054 X 1 2 33 X 2 012 e t 1 430 e t 2 1 40e t 3 R 2 25 Carry out a LM test for Higher order Autocorrelation at the 5 level ...

To carry out the LM Lagrange Multiplier test for higherorder autocorrelation we need to calcul ...

Suppose the following auxiliary equations is estimated on observations 4 to 40 e t = 2.34 +

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Suppose the following auxiliary equations is estimated on observations 4 to 40

e_t= 2.34 + .054 X₁ + 2.33 X₂ - .012 e_t-1 -.430 e_t-2 - 1.40e_t-3 R²= .25

Carry out a LM test for Higher order Autocorrelation at the 5% level.

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Understanding Basic Statistics

ISBN: 9781111827021

6th Edition

Authors: Charles Henry Brase, Corrinne Pellillo Brase

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Posted Date: Feb 09, 2024 08:01 AM

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Suppose the following auxiliary equations is estimated on observations 4 to 40 e t = 2.34 +

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Understanding Basic Statistics

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