Question: [This exercise requires a computer program to carry out the multiple regression calcula- tions] Using the data of Exercise 52, estimate autoregressive models of orders
[This exercise requires a computer program to carry out the multiple regression calcula- tions] Using the data of Exercise 52, estimate autoregressive models of orders I through 4 for product sales. Using the procedure of Section 17.9 for testing that the autoregressive order is (p-1) against the alternative that the order is p, with a significance level of 10%, choose one of these models. Compute forecasts for the next 3 years from the chosen model.
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