The R2 calculated in a spurious regression is a valid and efficient estimate of the goodness-of-fit of the regression equation.
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Q15: Two series are said to be cointegrated
Q16: The model: yt = Q17: Which of the following statements correctly identifies Q18: A spurious regression refers to a situation Q19: A process {yt} is a martingale if Q20: In the given AR(1) model, yt = Q21: For 2.5% significance level, the asymptotic critical Q22: Vector autoregressive models should be used for Q23: Exponential smoothing is a forecasting method where Q25: In calculation of squared forecast errors, an
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