Questions
Modeling changes

This analysis compares the model in the text that has the level of shipments as the response to a model that uses the change in the shipments as the response. (These data are monthly, based on the seasonally adjusted data from 2002 through 2009.) Modeling changes is often more interesting than modeling levels. After all, we often care more about how the future differs from the present than anything else. This scatterplot and table summarize the ft of a regression of the changes, Yt €“ Yt -1, in the shipments on the lag of the shipments.
This analysis compares the model in the text that has
This analysis compares the model in the text that has

(a) Why do we have 96 observations for fitting this model, even though we need prior values of the response to find the change and the lagged predictor? Shouldn€™t we lose one observation from lagging the variable?
(b) How do the slope and intercept of this equation differ from those for the frst-order autoregression of the level of shipments on its lag (shown in Table 27.3)?
(c) Compare se from this regression to that of the autoregression for the level of shipments. Explain any differences or similarities.
(d) This model has a small R2 with a slope that is not statistically significant. Why is the ft of this model so poor, whereas that of the AR(1) model is so impressive?

 

In: Statistics and Probability

You are considering the relationship between annual returns on the S&P 500 index (January 31 to...

  1. You are considering the relationship between annual returns on the S&P 500 index (January 31 to January 31) and annual changes in the unemployment rate. You define:
    S = annual % change in the S&P500 (SPX)
    U = annual % change in the unemployment rate

    You consider the following univariate relationship:
    Si = b0 + b1Ui + εi

    You have data on annual changes in the unemployment rate and the S&P500 (SPX) from 2002 through 2020 (19 observations) and you want to use the data to estimate the regression coefficients (intercept b0 and slope b1)

    You are given the following statistics:

Statistic

Value

Cov(U,S)

-0.025043

Var(U)

0.034590

E(U)

-0.001530

E(S)

0.064267

TSS

0.627907

RSS

0.326368
  1. Compute the estimated coefficients for the intercept (b0) and slope (b1) and the R2
  2. So far in 2020, the unemployment rate has increased by 280% (from 3.6 percent to 13.3 percent). If the unemployment rate increase for the year ends up at 100%, what is the expected value of S (annual return on the S&P500)?
  3. Once you have the forecast value for S, calculate a 95% confidence interval for your forecast.

In: Finance

Differentiate between management researcher and academic researcher.

Differentiate between management researcher and academic researcher.

In: Economics

Post a brief post introducing yourself to your colleagues. Include an explanation for how Walden’s vision,...

Post a brief post introducing yourself to your colleagues. Include an explanation for how Walden’s vision, mission, goals, and social change initiatives relate to your professional and academic goals and to your becoming a scholar-practitioner. Also include an explanation for how the Walden MSN program outcomes and perspectives relate to your professional and academic goals and to your becoming a scholar-practitioner.

In: Nursing

Write an algorithm (i.e. the series of steps) to find the solution to a second order non-homogenous ODE (with boundary conditions) using the method of undetermined coefficients

Write an algorithm (i.e. the series of steps) to find the solution to a second order non-homogenous ODE (with boundary conditions) using the method of undetermined coefficients. (Note: this algorithm should include at least 1 control structure).


In: Computer Science

Consider the boundary value problem X ′′ +λX=0 , X ′ (0)=0 , X′(π)=0 . Find...

Consider the boundary value problem X ′′ +λX=0 , X ′ (0)=0 , X′(π)=0 . Find all real values of λ for which there is a non-trivial solution of the problem and find the corresponding solution.

In: Math

Find the eigenvalues and eigenfunctions of the given boundary value problem. Assume that all eigenvalues are...

Find the eigenvalues and eigenfunctions of the given boundary value problem. Assume that all eigenvalues are real. (Let n represent an arbitrary positive number.)

y''+λy= 0，

y（0）= 0，

y'（π）= 0

In: Math

Using your understanding of how plastic deformation occurs, explain briefly each of the following ways to...

Using your understanding of how plastic deformation occurs, explain briefly each of the following ways to strengthen metallic materials

a. strain strengthening (work hardening)

b. alloy strengthening

c. grain boundary strengthening

In: Mechanical Engineering

Solve boundary value problem, use the method of undetermined coefficients when you solve for the particular...

Solve boundary value problem, use the method of undetermined coefficients when you solve for the particular solution

y'' + 2y' + y = e-x(cosx-7sinx)

y(0)=0

y(pi) = epi

In: Math

Let's say you bought a plywood 2.5 m wide and 2 m long and placed it...

Let's say you bought a plywood 2.5 m wide and 2 m long and placed it on the roof of your car.
The boundary layer formed when driving the car towards the house is laminar along the plate and the air flow of the plate
It is assumed that it is aligned in parallel. The boundary layer thickness at the end of the plate (escape edge) is 12.5 mm
by;
a) Local speed at the point of the plate (x, y) = (0.5 m, 2.5 mm), u
b) Local shear stress of the plate at the point (x, y) = (0,5 m, 2,5 mm), τx (Pa)
c) Find the total drag force on the plate, D (ρ air = 1.2 kg / m3, ν = 1.510-5 m2 / s).

In: Civil Engineering