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P3 - Pronostico
P3 - Pronostico
2. Write the X matrix (you can make an sketch of it as seen in the lectures).
3. Derive the expression to obtain the least squares estimators for the
Betas βsβs(in terms of X, Betas βsβs,y vector), specify the vectors and
matrices that you are going to use according to the model.
4. Write the fitted model.
5. What can you conclude about your model based on the residuals?
They are white noise, if we see ACF, they are not pass the limits
6. Interpret the results of the Breusch-Godfrey test. Recall that the null
hypothesis is that there is no autocorrelation in the residuals up to a
certain order.