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... is tested for heteroskedasticity and autocorrelation. 4.1. assumptions before we start building a specification, it is good to explain the assumptions underlying the model. when we want to investigate effects over ... when we analyze a time-series process using ols, the underlying assumptions should be altered to fit the specific model. we assume the time-series process to be linear in parameters ...
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... profits in 2012 to eur 20,000,000. a separate statement setting out the principal assumptions upon which the bank has based its profit forecast, as well as an assurance report ... bank the bank is active in a limited number of sectors based on its business model, the bank is active in a limited number of sectors that support its mission statement ...
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