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  • Interpretation Autoregressive model

    Hi everyone,

    I run an autoregressive model to test the impact of a change in the EPU index on the price of rapeseed futures. I get the following table (see attachment)

    I'm a little confused about the interpretation: is it right to say that changes in the EPU at time t-1 raise prices by 18.9 units while changes in the EPU at time t lower prices by 15 units?

    Thank you in advance.

    Best,
    Attached Files
    Last edited by Rachel Rivery; 01 Aug 2022, 03:56.

  • #2
    Rachel:
    welcome to this forum.
    Please see the FAQ on how to post more effectively (and why attachments are discouraged). Thanks.
    Kind regards,
    Carlo
    (Stata 19.0)

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