Skip to Main Content
Table 2.

Coefficient estimates in an I(d) model with seasonal AR(1) disturbances. The model is yt = β0 + β1t + ut; (1 – L)dxt = ut; ut = ρut−12 + ɛt. The selected model is in boldface font.

Coefficient estimates in an I(d) model with seasonal AR(1) disturbances. The model is yt = β0 + β1t + ut; (1 – L)dxt = ut; ut = ρut−12 + ɛt. The selected model is in boldface font.
Coefficient estimates in an I(d) model with seasonal AR(1) disturbances. The model is yt = β0 + β1t + ut; (1 – L)dxt = ut; ut = ρut−12 + ɛt. The selected model is in boldface font.
Close Modal

or Create an Account

Close Modal
Close Modal