Chapter+14 - Instruc Outline- T- U- L- A- T- F- L Time Se-...

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Unformatted text preview: Instruc Outline- T- U- L- A- T- F- L Time Se- T m 60000 80000 100000 120000 140000 Total Nonfarm Payrolls: All Employees 1960m-1-.5 .5 1 1.5 dlemp 1960 ctor : H.H. e of this ch Time Serie Using Reg Lags, Diffe Autoregre The Autor Forecast U Lag Lengt eries Data Time serie multiple ti o Agg yea o Yen 365 o Cig dat 1 1970m1 Payroll employm 0m1 1970m1 Payroll em Kim hapter es Data: W ression Mo erences, A essions egressive Uncertaint th Selectio a: What s D es data a me period gregate c ars of quar n/$, pound observat arette co ta) 1980m1 1990m time ment in U.S. (mi 1980m1 1990m time ployment, month hat s Diffe odels for F Autocorrel Distribut ty and For on: Inform Different? re data c ds consumpt rterly obse d/$ and E ions) onsumptio 1 2000m1 llions of workers 1 2000m1 2 hly % change 1 erent? Forecastin lation, & S ted Lag (A recast Inte ation Crite collected ion and G ervations = Euro/$ exc on per ca 2010m1 ) 10.8 11 11.2 11.4 11.6 11.8 lemp 196 2010m1-5 5 10 15 infcpi12 1960 ng Stationarit ADL) Mod ervals eria on the s GDP for a = 80 obser change ra apita in C 0m1 1970m1 Pa 0m1 1970m1 12-m y el same obs a country rvations) ates (daily...
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Chapter+14 - Instruc Outline- T- U- L- A- T- F- L Time Se-...

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