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Dealing with time-series regression where the disturbance term follows an AR(1) process, the limiting powers of some unit-root tests are computed accurately under a sequence of local alternatives. A time series model is one that attempts to relate the value of a variable(s) at one time point with values of the variable(s) at previous time points, for example, GNP t+1 = f(GNP t;GNP t 1;GNP t 2;)+ Error: Here, t denotes the time. Thus "simple" time series models, like the one above, are "black-box". Forecasting Time Series And Regression. Download Forecasting Time Series And Regression PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Forecasting Time Series And Regression book now. This site is like a library, Use search box in the widget to get ebook that you want.
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