Reference no: EM13831357

Multiple Regression

1. The following exercises require the use of a computer and statistical software. Use a 5% significance level.

Perform the Durbin-Watson test at the 5% significance level to determine whether positive first-order autocorrelation exists when d = 1.10, n = 25, and k = 3. You will have two answers for (d). One will be for the subscript (l) and the other for the subscript (u).

Multiple Regressions

Test the following hypotheses with α = .05.

• H₀: There is no first-order autocorrelation
• H₁: There is positive first-order autocorrelation
• n = 50, k = 2, d = 1.38

Time-Series Analysis and Forecasting 20.19

Plot the data to develop a graph to determine which of the trend models appears to fit better.

Time-Series Analysis and Forecasting 20.35

• The following trend line and seasonal indexes were computed from 4 weeks of daily observations. Forecast the 7 values for next week.   y^ = 120 + 2.3t    t = 1, 2, ... , 28

Add additional columns for (t), the (y) formula shown, and your forecast. Plug in the values indicated and develop your answer.