q11- Dependent Variable: INTERESTMethod: Least SquaresDate: 09/10/20 Time: 20:54Sample: 2010M01 2019M12Included observations: 120VariableсUNEMPR-squaredAdjusted R-squaredS.E. of regressionSum squared resid-‒‒‒‒‒‒‒ -ICoefficientDate: 09/10/20 Time: 20:54Sample: 2010M01 2019M12Included observations: 120Autocorrelation Partial CorrelationI1Ⓒ Equation: UNTITLED Workfile: TEMP::Untitled\View Proc Object Print Name Freeze Estimate Forecast Stats ResidsCorrelogram of Residuals9.586787 1.478492-1.2328590.152135 Mean dependent var0.144949 S.D. dependent var1.105708 Akaike info criterion144.2656 Schwarz criterionIIIIIIt-Statistic Prob.0.00006.4841670.267930 -4.601419 0.0000IStd. ErrorIIIIITIIII I2.7995001.1957613.0553753.101833AC PAC Q-Stat Prob1 0.961 0.961 113.60 0.002 0.926 0.033 219.96 0.003 0.893 0.010 319.72 0.004 0.853 -0.101 411.61 0.005 0.814 -0.019 496.06 0.006 0.783 0.067 574.71 0.007 0.745 -0.072 646.70 0.008 0.716 0.077 713.69 0.009 0.690 0.029 776.55 0.0010 0.661 -0.048 834.71 0.00The above presents the result of regression of interest rate against unemployment rate, with the SACF of residuals.Which statement is correct about the regression?Select one:O a. The model shows strong evidence of autocorrelation of error termO b.The model shows no evidence of heteroskedasticity of error termO C.The model shows strong evidence of heteroskedasticity of error termO d. The model shows no evidence of autocorrelation of error term

Autocorrelation is also known as serial correlation which shows that the variable is related to its…

The above presents the result of regression of interest rate against unemployment rate, with the SACF of residuals. Which statement is correct about the regression? Select one: O a. The model shows strong evidence of autocorrelation of error term O b. The model shows no evidence of heteroskedasticity of error term O C. The model shows strong evidence of heteroskedasticity of error term O d. The model shows no evidence of autocorrelation of error term

The above presents the result of regression of interest rate against unemployment rate, with the SACF of residuals. Which statement is correct about the regression? Select one: O a. The model shows strong evidence of autocorrelation of error term O b. The model shows no evidence of heteroskedasticity of error term O C. The model shows strong evidence of heteroskedasticity of error term O d. The model shows no evidence of autocorrelation of error term

ENGR.ECONOMIC ANALYSIS

14th Edition

ISBN:9780190931919

Author:NEWNAN

Publisher:NEWNAN

Chapter1: Making Economics Decisions

Section: Chapter Questions

Problem 1QTC

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