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