iv. Suppose p 1. Is the time series of Y, stationary? v. Suppose p = .5. An analyst regresses Y, on the lagged value Y-1. Let p denote the OLS slope coefficient from this regression. Using the results in this class, can we conclude Please state yes or no and explain. →.57

MATLAB: An Introduction with Applications
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iv. Suppose p 1. Is the time series of Y, stationary?
v. Suppose p = .5. An analyst regresses Y, on the lagged value Y-1. Let p denote the OLS slope coefficient
from this regression. Using the results in this class, can we conclude
Please state yes or no and explain.
→.57
Transcribed Image Text:iv. Suppose p 1. Is the time series of Y, stationary? v. Suppose p = .5. An analyst regresses Y, on the lagged value Y-1. Let p denote the OLS slope coefficient from this regression. Using the results in this class, can we conclude Please state yes or no and explain. →.57
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