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Subject 2. Autoregressive (AR) Time-Series Models PDF Download
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alai2008 The point is that we estimate models that use as independent variable a previous value of the dependent variable. I.e. X = 7 +2 x Xt-1
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I passed! I did not get a chance to tell you before the exam - but your site was excellent. I will definitely take it next year for Level II.
Tamara Schultz

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