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1
2
3
-0.018119 -0.044657 -0.008566
4
0.071341
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept)
0.5262
0.1159
4.541
0.0452 *
betas$beta1
0.4084
0.1061
3.848
0.0614 .
--Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 0.06118 on 2 degrees of freedom
Multiple R-squared: 0.881, Adjusted R-squared: 0.8215
F-statistic: 14.81 on 1 and 2 DF, p-value: 0.06139
beta3
0.8588805
0.9652936
0.8725881
0.9699849
1
2
3
4
Compare the forecast betas using the two methods for period 3:
beta3
#Blumes method.
#Vasiceks method.