The Times Series Regression with Multiple Predictors A $\operatorname { ADL } ( p , q )$

question 26

Short Answer

The Times Series Regression with Multiple Predictors a. is the same as the $\operatorname { ADL } ( p , q )$ with additional predictors and their lags present.
b. gives you more than one prediction.
c. cannot be estimated by OLS due to the presence of multiple lags.
d. requires that the $k$ regressors and the dependent variable have nonzero, finite eighth moments.

---

Definitions:

Bread

A staple food made primarily from flour, water, and yeast or another leavening agent, baked into a variety of forms.

Surplus

An excess amount of a commodity, product, or resource beyond what is needed or utilized.

Substitute Product

An alternative product that serves the same purpose or meets the same need as another.

Apple Juice

A beverage made by pressing and extracting the liquid from apples.