Model the daily closing prices of DAX (Deutsche Aktienindex) on the prices of F...
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Model the daily closing prices of DAX (Deutsche Aktienindex) on the prices of FTSE (Financial Times Stock Exchange) using a finite distributed lag model:
data(EuStockMarkets)m3 <- lm(DAX[3:100] ~ FTSE[3:100] + FTSE[2:99] + FTSE[1:98], data=EuStockMarkets)
Report the long-run multiplier (propensity) using at least 2 decimal places.
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