Question: For the Gasoline data for Austria given on the Springer web site as GASOLINE.DAT and the model given in Chapter 10, section 5, compute: (a)

For the Gasoline data for Austria given on the Springer web site as GASOLINE.DAT and the model given in Chapter 10, section 5, compute:

(a) The recursive residuals given in (8.30).

(b) The CUSUM given in (8.46) and plot it against r.

(c) Draw the 5% upper and lower lines given below (8.46) and see whether the CUSUM crosses these boundaries.

(d) The post-sample predictive test for 1978. Verify that computing it from (8.38) or (8.40) yields the same answer.

(e) The modified von Neuman ratio given in (8.42).

(f) The Harvey and Collier (1977) functional misspecification test given in (8.43).

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