Exercise 1

1. The coefficient of time.

39.24
2. The t-statistic for the coefficient of time.
0.86
3. The p-value for the coefficient of time.
0.39
4. The value of the intercept.
9367.02
5. The value of R2
0.01
6. The within-sample forecast for March 2021.
9484.75
7. The out-of-sample forecast for September 2021.
353.19
8. The out-of-sample forecast for June 2022.
235.46
9. The standard error of the regression
1628.61
10. The F statistics (not the P-value!)
0.75

Exercise 2

1. The coefficient of time.

334.29
2. The t-statistic for the coefficient of time.
1.83
3. The p-value for the coefficient of time.
0.07
4. The value of the intercept.
12176.77
5. The value of R2
0.18
6. The within-sample forecast for March 2021.
10268.56
7. The out-of-sample forecast for September 2021.
9665
8. The out-of-sample forecast for June 2022.
9998
9. The standard error of the regression
1477.28
10. The F statistics (not the P-value!)
1.71