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Analysis of Vn-Index Stock Price Index Fluctuations

π‘Œ 𝑑 = 𝛽 1 + 𝛽 2 𝑋 2𝑑 +. . +𝛽 π‘˜ 𝑋 π‘˜π‘‘ + 𝑒 𝑑 (1) In which the explanatory variables can include lagged variables of other explanatory variables or lagged variables of the dependent variable. When model (1) has autocorrelation, it means that the random errors u at ...

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