Question: 17.5 Using data for the 3-month Treasury bill rate (Table 17.1 on pages 514-515) (or some other short-term interest rate), specify and estimate alternative models
17.5 Using data for the 3-month Treasury bill rate (Table 17.1 on pages 514-515) (or some other short-term interest rate), specify and estimate alternative models to those in Example 17.1. Experiment with higher-order ARIMA (p. 1, q) models, and also with ARIMA (p. 2. q) models. How sensitive are your estimates to the choice of sample period?
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