2. Find a data set of economic/financial time series with one y variable and two independent variables xi and x2. Verify the following result R = 1-r where: R is for the regression of y on both xı and...

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Extracted text: 2. Find a data set of economic/financial time series with one y variable and two independent variables xi and x2. Verify the following result R = 1-r where: R is for the regression of y on both xı and xi; and r are for the regressions ofy onxı and x2, respectively; and r12 is the correlation coefficient between x, and x2.