Lectures on by Søren Johansen Department of Economics ...
Lectures on by Søren Johansen Department of Economics ...
Lectures on by Søren Johansen Department of Economics ...
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30<br />
DTEMP<br />
0.3<br />
0.2<br />
Actual and Fitted<br />
1.00<br />
0.75<br />
0.50<br />
Autocorrelati<strong>on</strong>s<br />
0.1<br />
0.25<br />
0.0<br />
0.00<br />
0.25<br />
0.1<br />
0.50<br />
0.2<br />
0.75<br />
0.3<br />
1883 1890 1897 1904 1911 1918 1925 1932 1939 1946 1953 1960 1967 1974 1981 1988 1995 2002<br />
1.00<br />
2 4 6 8 10 12 14 16 18 20 22 24 26 28 30<br />
Lag<br />
3<br />
2<br />
Standardized Residuals<br />
0.40<br />
0.35<br />
Histogram<br />
SB D H : C hiSqr(2) = 1.47 [0.48]<br />
K S = 0.89 [5% C .V. = 0.08]<br />
JB: ChiSqr(2) = 1.34 [0.51]<br />
0.30<br />
1<br />
0.25<br />
0<br />
0.20<br />
1<br />
0.15<br />
0.10<br />
2<br />
0.05<br />
3<br />
1883 1890 1897 1904 1911 1918 1925 1932 1939 1946 1953 1960 1967 1974 1981 1988 1995 2002<br />
0.00<br />
3.2 1.6 0.0 1.6 3.2
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