'E1 rndn' presentation slideshows

Spurious Regression-An Example

Spurious Regression-An Example. Data Generation Process. new; format /m1 /rd 9,3; apha=3; beta=1; T=100; Y=zeros(T,1); X=zeros(T,1); e1=Rndn(T,1); e2=Rndn(T,1); @ Data Generation Process @ Y[1,1]=0; X[1,1]=0; i=2; do until i>T; Y[i,1]=apha+beta*Y[i-1,1]+4*e1[i,1];

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