id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
dem-1067	Bruzda, Joanna	The Haar Wavelet Transfer Function Model and Its Applications	2011	14	.pdf	application/pdf	5152	177	59	Estimation results of transfer function models for logarithmic returns on WIG Variable Coefficient Standard error z-statistic p-value Model I Equation for the conditional mean S&P 0.312 0.019 16.49 0.0000 S&P(-1) 0.235 0.020 11.65 0.0000 S&P(-2) 0.073 0.020 3.640 0.0003 MA(2) -0.091 0.049 -1.846 0.0649 MA(6) -0.124 0.044 -2.807 0.0050 Equation for the conditional variance C 1.49E-06 1.25E-06 1.195 0.2320 RESID(-1)^2 0.068 0.019 3.671 0.0002 GARCH(-1) 0.926 0.019 48.08 0.0000 adj. It is also worth emphasizing that forecasting with the Haar wave- let transfer function models is no more complicated than in the case of standard transfer function models.	cache/dem-1067.pdf	txt/dem-1067.txt
