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Table 3.

Coefficient estimates in a seasonal I(d) model with AR(1) disturbances. The model is yt = β0 + β1t + ut; (1 – L12)dxt = ut; ut = ρut−1 + ɛt. The selected model is in boldface font.

Coefficient estimates in a seasonal I(d) model with AR(1) disturbances. The model is yt = β0 + β1t + ut; (1 – L12)dxt = ut; ut = ρut−1 + ɛt. The selected model is in boldface font.
Coefficient estimates in a seasonal I(d) model with AR(1) disturbances. The model is yt = β0 + β1t + ut; (1 – L12)dxt = ut; ut = ρut−1 + ɛt. The selected model is in boldface font.
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