Are they fairly consistently away from zero

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Q. Select Recursive Coefficients and type in appropriate coefficient. And it will give a historical plot of 4th coefficient, which in this case is lagged second difference. Note that it remains below zero after stock market crash of 1987. You can also do same thing for or variables. Are they fairly consistently away from zero? If so, can you design a rule to make money?

Reference no: EM1369279

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