question about my results

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question about my results

Postby galazios » Thu Jun 22, 2017 3:45 pm

Hello and thank you for your time

Next Saturday i have exams and so i have something to ask you because i'm beginer on eviews

Here is the following ARMA Regreession and i have something to find

i) Calculate a(10) wthen a(8)=a(9)=1
ii) In algebraic form, look if there is a single root

If someone can help me, i will appreciate it :) :) :)

Dependent Variable: a
Method: Least Squares
Date: 07/13/16 Time: 23:14
Sample(adjusted): 3 201
Included observations: 199 after adjusting endpoints
Variable Coefficient Std. Error t-Statistic Prob.
a(-1) 1.468053 0.060638 24.21026 0.0000
a(-2) -0.525808 0.059685 -8.809726 0.0000
R-squared 0.949401 Mean dependent var -0.161271
Adjusted R-squared 0.949144 S.D. dependent var 0.892936
S.E. of regression 0.201368 Akaike info criterion -0.357370
Sum squared resid 7.988135 Schwarz criterion -0.324271
Log likelihood 37.55831 Durbin-Watson stat 2.072637

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