Question

4. Suppose you have the following estimation results from the monthly data of January 1960 to December 1972: yt = 2.03 +0.152: (1.2) (0.088)

Answer 1

au Ytt 2.034 0.152 at (12] (0.088) @ Sample size 13 6 R2 a Ess - where fss = - Explained sum of equale see TIS = Total sum of square TSS = = z R + Ess 1848 tlog.60 128.08 log. 60 128.08 0.8552 It means 85.57% of the varias on in محوطه مصحنهاعملوا

+ - 203+0 • IS 2224 " -1-2}___(00038) Hor- 250. HAB <0.|| since D is small, 10=13 By t - Statistica ____4 = [-EB) कि - 0.152-1 6088 __ ___= - 6.१५४ _0.088 - -96363 ..... significance 5% Level of sont C -१-6363 -75 - Since calculated volue 7 (eitical value

Since value lies in Rejection region Hence well trypothesis rejected Hence B coil o quy. Confidence Interval will be given by Åt tale s El Ba) 0.152 £ 4.753(0.088). 0.152 I Ö=154264 Lowest Limit to 0.182 -0.154264 22-0.002264 Appen Limit = 0.152 + 0.154264 2 o 306264 Hence confidence interval= -0.002264 0-306264 x 957 confidence . guferal - ---

Pogo o 95 for 192 95% confidence griferral — -64. №10 6-е іn h- Tule have _= 0.152 then you a Thovefore - 2B + 1 = 2(0.152) EL re loonga varf-28 41) 20 (-2/² var(B) 4.(0.088) = 6.352 Hence confidence Interval will be (-2B+1) € tata SF(-28+) 0-696 + 1.753 (0.352) 0-696 t 0.617056 Jower limits - 0.696 * -0-61708 o 078944 Upper dimit - 0.696 t o 6/2013 -art: 313057 Confidence interval = 10:078944 1.313018)