Question

In: Statistics and Probability

Use alpha= 0.05 to test the following time series for positive autocorrelation. Period   Sales 1   2...

Use alpha= 0.05 to test the following time series for positive autocorrelation.

Period   Sales
1   2
2   5
3   9
4   6
5   6
6   9
7   10
8   12
9   10
10   13
11   18
12   11
13   13
14   13
15   14

a) Determine the​ Durbin-Watson statistic.

​(Round to two decimal places as​ needed.)

b) Identify the critical values.

dL=

dU=

​(Round to two decimal places as​ needed.)

Solutions

Expert Solution

Excel:

Data --> Megastat --> Regression analysis

(a)  Durbin-Watson statistic = 1.90

(b)

dL= 1.08

dU= 1.36


Related Solutions

5. Use a=0.05 to test the following time series for positive autocorrelation. Period   Sales 1   4...
5. Use a=0.05 to test the following time series for positive autocorrelation. Period   Sales 1   4 2   7 3   11 4   10 5   10 6   11 7   14 8   16 9   12 10   13 11   19 12   12 13   14 14   16 15   15 a. Determine the​ Durbin-Watson statistic. ​(Round to two decimal places as​ needed.) b. Identify the critical values. dL=? dU=?​(Round to two decimal places as​ needed.)
5. Use a=0.05 to test the following time series for positive autocorrelation. Period   Sales 1   4...
5. Use a=0.05 to test the following time series for positive autocorrelation. Period   Sales 1   4 2   7 3   11 4   10 5   10 6   11 7   14 8   16 9   12 10   13 11   19 12   12 13   14 14   16 15   15 a. Determine the​ Durbin-Watson statistic. ​(Round to two decimal places as​ needed.) b. Identify the critical values. dL=? dU=? ​(Round to two decimal places as​ needed.)
Use the following time-series data to answer the given questions. Time Period Value 1 27 2...
Use the following time-series data to answer the given questions. Time Period Value 1 27 2 30 3 58 4 63 5 59 6 67 7 70 8 86 9 101 10 97 a. Develop forecasts for periods 5 through 10 using 4-month moving averages. b. Develop forecasts for periods 5 through 10 using 4-month weighted moving averages. Weight the most recent month by a factor of 4, the previous month by 2, and the other months by 1. c....
Use the following time-series data to answer the given questions. Time Period Value 1 27 2...
Use the following time-series data to answer the given questions. Time Period Value 1 27 2 30 3 58 4 63 5 59 6 67 7 70 8 86 9 101 10 97 a. Develop forecasts for periods 5 through 10 using 4-month moving averages. b. Develop forecasts for periods 5 through 10 using 4-month weighted moving averages. Weight the most recent month by a factor of 4, the previous month by 2, and the other months by 1. c....
Use the following time-series data to answer the given questions. Time Period Value 1 26 2...
Use the following time-series data to answer the given questions. Time Period Value 1 26 2 30 3 57 4 62 5 58 6 65 7 70 8 86 9 101 10 97 a. Develop forecasts for periods 5 through 10 using 4-month moving averages. b. Develop forecasts for periods 5 through 10 using 4-month weighted moving averages. Weight the most recent month by a factor of 4, the previous month by 2, and the other months by 1. c....
Use the following time-series data to answer the given questions. Time Period Value 1 -25 2-...
Use the following time-series data to answer the given questions. Time Period Value 1 -25 2- 32 3 -59 4- 62 5- 59 6 -65 7 -70 8 -86 9 -101 10- 97 a. Develop forecasts for periods 5 through 10 using 4-month moving averages. b. Develop forecasts for periods 5 through 10 using 4-month weighted moving averages. Weight the most recent month by a factor of 4, the previous month by 2, and the other months by 1. c....
Use the following time-series data to answer the given questions. Time Period Value 1 25 2...
Use the following time-series data to answer the given questions. Time Period Value 1 25 2 31 3 58 4 62 5 59 6 66 7 72 8 86 9 101 10 97 a. Develop forecasts for periods 5 through 10 using 4-month moving averages. b. Develop forecasts for periods 5 through 10 using 4-month weighted moving averages. Weight the most recent month by a factor of 4, the previous month by 2, and the other months by 1. c....
Use the following data to conduct a one-sample t test ( with alpha= 0.05) to determine...
Use the following data to conduct a one-sample t test ( with alpha= 0.05) to determine if the score on a standardized test ( for scores that a are normally distributed) with a known population mean of 100 is influenced by a new instructional method: 95, 105, 110. 90, 120, 110, 100, 95, 105, 125, 80, 100, 120, 115, 115, 120, 120, 105.
1: Explain the term ‘autoregression’ in a time series regression context. 2. Explain the term ‘autocorrelation’...
1: Explain the term ‘autoregression’ in a time series regression context. 2. Explain the term ‘autocorrelation’ and the problems it creates when using OLS regression in time series data.
1: Explain the term ‘autoregression’ in a time series regression context. 2. Explain the term ‘autocorrelation’...
1: Explain the term ‘autoregression’ in a time series regression context. 2. Explain the term ‘autocorrelation’ and the problems it creates when using OLS regression in time series data.
ADVERTISEMENT
ADVERTISEMENT
ADVERTISEMENT