Answer to Question #73156 in Economics for Abel

Question

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

Answer 1

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