Lab_Six_Recap_Takehome_One

Dmort g sample 1971m04 2013m12 obser vations 503 00

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Unformatted text preview: ev. Skewness Kurtosis 20 80 40 - 0.007435 - 0.020000 2.240000 - 2.070000 0.291530 0.197569 16.74033 Jarque-Bera Probability 60 3960.138 0.000000 0 -2.0 -1.5 -1.0 -0.5 0.0 0.5 1.0 1.5 2.0 20 Correlogram: try an artwo 21 Unit root test: dmortg is stationary 22 Unit root test 23 Estimate model for dmortg 24 Estimated model Dmortg =resid Resid = 0.538*resid(-1) – 0.319*resid(-2) Dmortg = 0.538*dmortg(-1) – 0.319*dmortg(-2) Dmortg - 0.538*dmortg(-1) + 0.319*dmortg(-2) [1 – 0.538*z + 0.319*z2 ] 25 Diagnostics: Actual, Fitted, Residual 3 2 1 3 0 2 -1 1 -2 0 -3 -1 -2 1975 1980 1985 1990 Re s i d u a l 1995 A c t ual 2000 2005 F i t t ed 26 2010 Diagnostics: Correlogram of Residuals Good Q-stats 27 Diagnostics: Correlogram of Residuals 240 Ser ies: Residuals Sample 1971M07 2013M03 O b s e r v a t io n s 5 0 1 200 Mean Median Maximum Minimum Std. Dev. Skewness Kurtosis 120 80 40 1.16e-11 - 0.010179 2.153657 - 1.914853 0.252648 0.598425 20.05390 Jarque-Bera Probability 160...
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