RDP 2000-02: Forecasting Australian Economic Activity Using Leading Indicators
Equation (D3)
Δ
ln
100
y
t
=
30.467
−
0.095
r
t
−
2
−
0.054
r
t
−
3
+
0.140
r
t
−
4
−
0.124
r
t
−
5
+
0.020
r
t
−
6
+
0.024
S
O
I
t
−
1
−
0.005
S
O
I
t
−
2
−
0.227
*
100
ln
y
t
−
1
+
0.269
*
100
ln
y
t
−
1
*
+
0.374
Δ
100
ln
y
t
*
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