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
orchestra answered 2 years agoRelated 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
Latest Questions
- 3) You are rolling a 12 sided die 8 times. a) What is the size for...
- explain the difference between quantitative and qualitative research strategies. Provide an example of a crime based...
- use postorder and inorder tree traversals to make preorder traversal. #!/usr/bin/env python3 # encoding: UTF-8 """Turning...
- 1. Write an if-else statement to describe an object. Print "Balloon" if isBalloon is true and...
- An investor is considering purchasing a Treasury bond with a 20 year maturity, an 8% coupon...
- Write a program that copies the contents of one file to a destination file. This program...
- how to conduct a marketing mix for 3d crest white strips
ADVERTISEMENT