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Lab_Six_Recap_Takehome_One

# What are the weights univariate model of y ay z by

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Unformatted text preview: S D M 3 2 1 0 -1 37 -2 75 80 85 90 95 00 05 10 Crosscorrelate w and resdm 38 Granger causality test Pairwise Granger Causality Tests Date: 05/09/13 Time: 15:31 Sample: 1971M04 2013M12 Lags: 2 Null Hypothesis: Obs F-Statistic RESDM does not Granger Cause W W does not Granger Cause RESDM Prob. 499 12.4735 5.E-06 2.41107 0.0908 39 EViews Help 40 41 Specify the Distributed lag model W(t) = c + h2 *resdm(-2) + h4 *resdm(-4 ) + *resdm(-2) h11*resdm(-11) + e?(t) 42 Distributed lag model 43 Estimated Distrbuted lag 44 Diagnostics: correlogram of residuals 45 Model the error as an ARTWO 46 Estimated Distributed lag with Error More significant t-stats at lags 2 & 4 47 Try model for dhoust and dmortg y(t) y(t) e(t), e(t), = h(z) * x(t) + 48 Estimated h(z) between dhoust & Estimated dmortg dmortg 49 Diagnostics: Correlogram of residuals Q-stats look good until lag 13 50 Estimated h(z) between houst & mortg? 51...
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