w*****y
发帖数: 130 | 1 1
Y=AX+e1
e1*e1=bt+c(t*t)
2
Ln(Y)=AX+e2
e2*e2=mt+n(t*t)
The coefficients (b,c) from model one is quite different from those(m,n)
from 2nd model? I know the scale of dependable variables are the source of
difference. so I am wondering if there is any way to compare the e1 with
e2 because there two indexes from each regression?
people want to know how volatility(e1,e2) changes with the length of time
and which index performs better? how large is the difference b/w these
two?Reason two model use d |
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