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Unformatted text preview: Y t-2 + u t , Q 3 E14.1 a. The mean of quarterly growth rate (Δ Y t = ln ( GDP t /GDP t-1 )) is 0.0083. b. The mean growth rate in percentage points at an annual rate (400 * Δ Y t ) is 3.32. c. The standard deviation of Δ Y t is 0.0092. Standard deviation in percentage points at an annual rate is 3.68. d. Estimated Autocorrelations (unit free) Lags Autocorrelation 1 0.29 2 0.17 3 0.03 4-0.02 * If you ﬁnd any mistake or typo, please email me [email protected] 1 E14.6 2...
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This note was uploaded on 02/17/2010 for the course ECON 141 taught by Professor Staff during the Fall '08 term at University of California, Berkeley.
- Fall '08