In Table 2-11 we have data on CPI and the S&P 500 index for the years 1990

Question:

In Table 2-11 we have data on CPI and the S&P 500 index for the years 1990 to 2007.
CONSUMER PRICE INDEX (CPI) AND S&P 500
INDEX (S&P), UNITED STATES, 1990-2007

a. Repeat questions (a) to (e) from problem 2.12.
b. Do you see any difference in the estimated regressions?
c. Now combine the two sets of data and estimate the regression of the S&P index on the CPI.
d. Are there noticeable differences in the three regressions?
For Information: problem 2.12.