Question

2014 I 31 2017 I 69

II 24 II 54

III 23 III 46

IV 16 IV 32

2015 I 42 2018 I 82

II 35 II 66

III 30 III 51

IV 23 IV 38

2016 I 53 2019 I 91

II 45 II 72

III 39 III 59

IV 27 IV 41

Create a multiple regression equation incorporating both a trend (t=0 in 2013: IV) and dummy variables for the quarters. Let the first quarter represent the reference (or base) group. Complete (e) thru (h) using your results. This is a computer deliverable.

(h) Test for the existence of first order autocorrelation, use alpha = 0.05. The calculated dw = 1.19.

Answer 1

data -> data analysis -> regression

y^ = 37.7030 + 2.1482 t -14.1482 Q2 - 24.2964 Q3 - 38.2780 Q4

h)

dW = 1.19

k =4, n = 24 ,alpha = 0.05

dL = 1.013

dU = 1.775

dW = 1.19

dL = 1.013

dU = 1.775

dW = 1.19

for positive auto-correlation

test is inclusive as 1.013 < 1.19 < 1.775

for negative auto-correlation

there is no evidence for negative auto-correlation

as 4 - 1.19 > 1.775