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badnews
2011 Apr 05
2
Time series example in Koop
...g(x,-4))
> mod1 = lm(y~x+x1+x2+x3+x4, data=d)
> summary(mod1)
Koop gives an intercept of 92001.51, while the code above gives 91173.32.
The other coefficients are also slightly off.
This is the example in Table 8.3 of Koop. I also attach a plain text version
of the tab separated file "badnews.txt".
http://r.789695.n4.nabble.com/file/n3427897/badnews.txt badnews.txt
Any light on why I do not get Koop's coefficients is most welcome...
Ravi
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