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Question
Analysis of data for an autoregressive forecasting model produced the following tables.| Coefficients | Standard Error | t Statistic | p-value | |
| Intercept | 3.85094 | 3.745787 | 0.84426 | 0.34299 |
| yt-1 | 0.70434 | 0.082849 | -1.66023 | 0.13822 |
| yt-2 | -0.62669 | 0.035709 | 14.65044 | 6.69E-19 |
| df | SS | MS | F | p-value | |
| Regression | 2 | 135753.5 | 67876.76 | 107.3336 | 1.91E-17 |
| Residual | 43 | 27192.79 | 632.3904 | ||
| Total | 45 | 162946.3 |
The forecasting model is __________.
a) yt= 3.745787 + 0.082849yt-1+ 0.035709yt-2
b) yt= 3.85094 + 0.70434yt-1- 0.62669yt-2
c) yt= 0.84426 - 1.66023yt-1+ 14.65023yt-2
d) yt= 0.34299 + 0.13822yt-1+ 9.69yt-2
e) yt= 0.34299 + 0.13822yt-1- 6.69yt-2
Answer
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