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- Sun Oct 17, 2010 6:58 am
- Forum: Estimation
- Topic: AR(1) Coefficient - What does it mean?
- Replies: 0
- Views: 3989
AR(1) Coefficient - What does it mean?
I am trying to find an equation to estimate GDP as a function of c, t and ar(1). I entered the following parameters in my estimation: log(gdp) c t ar(1) When I calculate log(GDP) at t=2 by hand, I get 11.5566 while Eviews gets 6.6316. I think I may be interpreting the estimation output incorrectly. ...