Suppose you estimate an AR(1) regression model for Y_t using a time series of T=200 observations. Your estimated regression equation is Y_t=-4+1.2Y_t-1, where Y_t and Y_t-1 are Y values in periods t and t-1, respectively. What is the out-of-sample forecast of Y_t in period t=201 if Y_t=16 in period t=200?

Group of answer choices

12.0

15.2

18.4

19.2

2 You estimate an ARDL(1,2,3) model for dependent variable Y_t using a time series of T=542 observations with dependent variable Y and regressors X and Z, which respectively have 2 and 3 lags in the model. Suppose you conduct a joint hypothesis test that all of the coefficients on the lagged X regressors are equal to 0. What is the distribution of the F-statistic for this joint test?

Group of answer choices

F(3,542)

F(2,532)

F(2,536)

F(2,542)

3 If you estimate an ARDL(1,6,8,7,2) model with T=188 period time series, given the lag structure, how many observations will be used in estimating the model?

Group of answer choices

188

182

180

164