A simple and quick question, hopefully easy to answer.
I have estmated the following equation in EViews 12: LS DLOG(AUME_RRR) C DLOG(AUME_RRR(-1)) D LOG(AUMEPEDY(4)) DLOG(AUSY_RRR)
The substitued coefficients of the equation is:
DLOG(AUME_RRR) = -0.0361796455841 - 0.492869649054*DLOG(AUME_RRR(-1)) + 0.00295761368427*LOG(AUMEPEDY(4)) + 0.849704965215*DLOG(AUSY_RRR) + [D=-1.04022585673,UNCOND]
My question is how do interpret the "D" in the above? What does it represent? Is that the residuals? (FYI - I came across the D in an equation accidentally)
Operator "D" in regression
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Re: Operator "D" in regression
Fractional integration term for ARFIMA models.
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