Regression model
Formulate and estimate a regression model for the attached dataset. Why did you choose that model? HINT: Think trend, seasonal, cycle. Did you graph the series? Did you use examine autocorrelation plots? Did you examine residual plots, and autocorrelations of residuals?
Discuss the regression results for your model, and alternative models that you considered.
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Obtain four-step ahead forecasts of this series using the direct and iterated methods. Present these graphically, and using the “list” command in Stata. Discuss the forecasts.
Attach all your plots, regression results, and do-files in addition to written answers.
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