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- Wed Jan 26, 2022 1:10 am
- Forum: Estimation
- Topic: How to make estimation of AR first order model?
- Replies: 1
- Views: 6213
How to make estimation of AR first order model?
My data is: EPS years-1: 90, years-2: 130, years-3: 142 i have estimation model : Y = a +b Y-1+ e ->AR first order model and i find value of earning persistence from the coefficient of lag Y-1 variable (b-value) if i want to find the value of earning persistence in years-2 and years-3, how i run the...