Suppose the following auxiliary equations is estimated on observations 4 to 40 e t = 2.34 +
Fantastic news! We've Found the answer you've been seeking!
Question:
Suppose the following auxiliary equations is estimated on observations 4 to 40
et= 2.34 + .054 X1 + 2.33 X2 - .012 et-1 -.430 et-2 - 1.40et-3 R2= .25
Carry out a LM test for Higher order Autocorrelation at the 5% level.
Related Book For
Understanding Basic Statistics
ISBN: 9781111827021
6th Edition
Authors: Charles Henry Brase, Corrinne Pellillo Brase
Posted Date: