# Answer to Question #73156 in Other Economics for Abel

Question #73156

A financial analyst applied arbitrage theory (APT) to estimate the regression function below

Dependent variable: ERMSOFT

method: Least Square

sampled (adjusted):1986M05 2007M04

Observation:252 after adjustment

Variable Coefficient

C -0.086606

ERSANDP 1.547971

DPROD 0.455015

DCREDIT -5.92E-05

DINFLATION 4.913297

DMONEY -1.430608

DSPREAD 8.624895

RTERM 6.893754

FEB98DUM -69.14177

FEB03DUM -68.24391

a. State the general estimable regression equation and the estimated regression results of the analyst.

If 'd' is the different operator, define the following variables DMONEY, DCREDIT and DPROD

Dependent variable: ERMSOFT

method: Least Square

sampled (adjusted):1986M05 2007M04

Observation:252 after adjustment

Variable Coefficient

C -0.086606

ERSANDP 1.547971

DPROD 0.455015

DCREDIT -5.92E-05

DINFLATION 4.913297

DMONEY -1.430608

DSPREAD 8.624895

RTERM 6.893754

FEB98DUM -69.14177

FEB03DUM -68.24391

a. State the general estimable regression equation and the estimated regression results of the analyst.

If 'd' is the different operator, define the following variables DMONEY, DCREDIT and DPROD

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