Unformatted text preview: t on an intercept, DLCE t-1 , DLCE t-2 , DLCE t-3 , DLY t , DLY t-1 , DLY t-2 , DLY t-3 , DLNW t , DLNW t-1 , DLNW t-2 , DLNW t-3 , LCE t-1 , LY t-1 , LNW t-1 , DD792, D804 and D881. 3. Do same regression as in Step 2 but excluding regressors DLCE t-3 , DLY t-3 and DLNW t-3 . 4. Do same regression as in Step 3 but excluding regressors DD792, D804 and D881 and replacing by DUM. 5. Delete DLCE t-1 and DLCE t-2 from the regression in Step 4. 6. Delete DLNW t and DLNW t-2 from the regression in Step 5. 7. Delete DLY t-1 and DLY t-2 from the regression in Step 6 and replace with DDLY t-1 . 8. Select Model then Progress ....
View Full Document
- Fall '07
- SAVE, TVB Anniversary Awards, Data transformation, Parsimony