June 2013
Intermediate to advanced
1264 pages
60h 30m
English
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Derivation of hypotheses: A = β(t) · T. Approximate, for t |
β = β0 · β(t-t0). |
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If β is an increasing function of t, then 0 < β0 < 1 and β1 > 1. The first terms of a Taylor's series give |
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Now assume |
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1 — β = (1 — β0) β2(t-t0) |
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and again the Taylor's series gives |
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Equating (1) and (2) yields |
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To summarize: |
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For regressions |
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