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st: Constant terms in AR1 error regressions


From   "Clive Nicholas" <[email protected]>
To   [email protected]
Subject   st: Constant terms in AR1 error regressions
Date   Wed, 17 Dec 2008 19:00:34 +0000

When the AR1 error-regression equation

u_{t} = \rhou{t-1} + e_{t}

is displayed without the constant - presumably u_{0} - is this because
it is suppressed (-nocons-) or simply because it isn't shown as it's
not of interest? The literature doesn't make this clear, but I'm
guessing it's the former.

-- 
Clive Nicholas

[Please DO NOT mail me personally here, but at
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"My colleagues in the social sciences talk a great deal about
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