What value(s) of Durbin–Watson statistic indicate(s) no autocorrelation is present? 2 ± 1.96 0 and 4...
What value(s) of Durbin–Watson statistic indicate(s) no autocorrelation is present?
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± 1.96 |
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0 and 4 |
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Homework Answers
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What value(s) of Durbin–Watson statistic indicate(s) no
autocorrelation is present?
2
± 1.96
0 and 4...
If the Durbin-Watson statistic has a value close to 0, which assumption is violated? a) Normality...
If the Durbin-Watson statistic has a value close to 0, which assumption is violated? a) Normality of the errors. b) Independence of errors. c) Homoscedasticity. d) None of the above.
1. Autocorrelation test Given the model Consumption, = a + B.Year + B Disposible Income, +E,...
1. Autocorrelation test Given the model Consumption, = a + B.Year + B Disposible Income, +E, and the estimated model: Model 1: OLS, using observations 1959-1995 (T = 37) Dependent variable: c t-ratio p-value const time Disposable Income Coefficient Std. Error 2707.84 385.254 80.9122 13.6539 0.508123 0.0460444 Mean dependent var Sum squared resid R-squared F(2, 34) Log-likelihood Schwarz criterion rho 11328.65 304975.4 0.998650 12577.63 -219.3165 449.4657 0.551018 S.D. dependent var S.E. of regression Adjusted R-squared P-value(F) Akaike criterion Hannan-Quinn Durbin-Watson...
Please answer the following questions, thannks plzz Question 11 3 pts If the Durbin-Watson statistic is...
Please answer the following questions, thannks plzz
Question 11 3 pts If the Durbin-Watson statistic is less than 1, then o negative serial correlation is likely an issue. spurious regression is likely an issue. O positive serial correlation is likely an issue. O non-stationarity is likely an issue. Question 12 3 pts Consider the estimated multiple regression model using OLS, with the standard errors in parentheses below each estimated coefficient. There are 1,576 observations in the sample: Y; = 10...
The following data represent the number of sweatshirts sold for each of the past six days...
The following data represent the number of sweatshirts sold for each of the past six days for a department store. Day 2 4 Sales 12 8 4 14 Using an exponential smoothing technique with alpha equal to 0.4, what is the forecasting error for pay 4 OA. -4.6 O B. 6.0 C. OD. 8.8 The following data represent the number of complaints per month that customer service received at a large retailer over the last 15 months. Month Complaints 10...
A. Use a 3-year moving average to forecast the quantity of fish for the years 1983 through 2006 for these data...
A. Use a 3-year moving average to forecast the quantity of fish for the years 1983 through 2006 for these data. Compute the error of each forecast and then determine the mean absolute deviation of error for the forecast. B. Use exponential smoothing and a = 0.2 to forecast the data through 2006. Let the forecast for 1981 equal the actual value for 1980. Compute the error of each forecast and then determine the mean absolute deviation of error for...
83.99 14.55 8436 85.53 Date Now Nov, a Now, 7 Now Nov.9 Nov. 10 Nov. 11...
83.99 14.55 8436 85.53 Date Now Nov, a Now, 7 Now Nov.9 Nov. 10 Nov. 11 Nov. 14 Nov. 15 Nov. 16 Nov. 17 Nov. 18 Nov. 21 Nov. 22 Nov. 23 Nov. 25 Now. 28 Nov. 29 Nov. 30 Dec. 1 86 89 87.7 87.24 87.9 a. Define the independent variable Period, where Period - 1 corresponds to the data for November 3, Period - 2 corresponds to the data for November 4, and so on. Develop the estimated...
Question 4 (2 points): In the space below, draw the two Watson-Crick base pairs that are...
Question 4 (2 points): In the space below, draw the two Watson-Crick base pairs that are present in DNA? Draw only the nucleobases. Indicate atoms where the nucleobases are attached to sugar. Also, make sure to draw all H-bonds connecting two nucleobases in the base pairs.
Attached are the results of a diagnostic test on an estimated model, autocorrelation, heteoskedasticity and non-normal...
Attached are the results of a diagnostic test on an estimated
model, autocorrelation, heteoskedasticity and non-normality
respectivey, can you please comment on the results and state the
conclusion for each test using a 5% significance level
Breusch-Godfrey Serial Correlation LM Test F-statistic Obs R-squared 0.7659 0.7612 0.458959 Prob. F(4,438) 1.861565 Prob. Chi-Square(4) Test Equation: Dependent Variable: RESID Method: Least Squares Date: 05/22/19 Time: 22:02 Sample: 1982M01 2019M02 Included observations: 446 Presample missing value lagged residuals set to zero. Coefficient Std....
4. Calculate the value of the sample autocorrelation r,2 for the time series with values but...
4. Calculate the value of the sample autocorrelation r,2 for the time series with values but using the definition of the sample autocovariance ek with the divisor of n-k rather than n. Comment on the result obtained by pointing out why we should divide by n. 5 mark
1.Which variables are statistically significant at the 5% level? 2.Which variables are statistically significant at the...
1.Which variables are statistically significant at the 5%
level?
2.Which variables are statistically significant at the 10%
level?
3.Which variables are insignificant?
4.Please present the correlation matrix of the independent
variables.
5.Please run the White test for heteroskedasticity, with
cross-products AND PRESENT YOUR RESULTS. Please explain whether the
test is significant or not.
6.If the White test is significant, please present the
heteroskedasticity-consistent White regression results.
7.Can you test this model for autocorrelation? Why of why not?
If you do,...
1. Autocorrelation test Given the model Consumption, = a + B.Year + B Disposible Income, +E, and the estimated model: Model 1: OLS, using observations 1959-1995 (T = 37) Dependent variable: c t-ratio p-value const time Disposable Income Coefficient Std. Error 2707.84 385.254 80.9122 13.6539 0.508123 0.0460444 Mean dependent var Sum squared resid R-squared F(2, 34) Log-likelihood Schwarz criterion rho 11328.65 304975.4 0.998650 12577.63 -219.3165 449.4657 0.551018 S.D. dependent var S.E. of regression Adjusted R-squared P-value(F) Akaike criterion Hannan-Quinn Durbin-Watson...
Please answer the following questions, thannks plzz
Question 11 3 pts If the Durbin-Watson statistic is less than 1, then o negative serial correlation is likely an issue. spurious regression is likely an issue. O positive serial correlation is likely an issue. O non-stationarity is likely an issue. Question 12 3 pts Consider the estimated multiple regression model using OLS, with the standard errors in parentheses below each estimated coefficient. There are 1,576 observations in the sample: Y; = 10...
The following data represent the number of sweatshirts sold for each of the past six days for a department store. Day 2 4 Sales 12 8 4 14 Using an exponential smoothing technique with alpha equal to 0.4, what is the forecasting error for pay 4 OA. -4.6 O B. 6.0 C. OD. 8.8 The following data represent the number of complaints per month that customer service received at a large retailer over the last 15 months. Month Complaints 10...
A. Use a 3-year moving average to forecast the quantity of fish for the years 1983 through 2006 for these data. Compute the error of each forecast and then determine the mean absolute deviation of error for the forecast. B. Use exponential smoothing and a = 0.2 to forecast the data through 2006. Let the forecast for 1981 equal the actual value for 1980. Compute the error of each forecast and then determine the mean absolute deviation of error for...
83.99 14.55 8436 85.53 Date Now Nov, a Now, 7 Now Nov.9 Nov. 10 Nov. 11 Nov. 14 Nov. 15 Nov. 16 Nov. 17 Nov. 18 Nov. 21 Nov. 22 Nov. 23 Nov. 25 Now. 28 Nov. 29 Nov. 30 Dec. 1 86 89 87.7 87.24 87.9 a. Define the independent variable Period, where Period - 1 corresponds to the data for November 3, Period - 2 corresponds to the data for November 4, and so on. Develop the estimated...
Question 4 (2 points): In the space below, draw the two Watson-Crick base pairs that are present in DNA? Draw only the nucleobases. Indicate atoms where the nucleobases are attached to sugar. Also, make sure to draw all H-bonds connecting two nucleobases in the base pairs.
Attached are the results of a diagnostic test on an estimated
model, autocorrelation, heteoskedasticity and non-normality
respectivey, can you please comment on the results and state the
conclusion for each test using a 5% significance level
Breusch-Godfrey Serial Correlation LM Test F-statistic Obs R-squared 0.7659 0.7612 0.458959 Prob. F(4,438) 1.861565 Prob. Chi-Square(4) Test Equation: Dependent Variable: RESID Method: Least Squares Date: 05/22/19 Time: 22:02 Sample: 1982M01 2019M02 Included observations: 446 Presample missing value lagged residuals set to zero. Coefficient Std....
4. Calculate the value of the sample autocorrelation r,2 for the time series with values but using the definition of the sample autocovariance ek with the divisor of n-k rather than n. Comment on the result obtained by pointing out why we should divide by n. 5 mark
1.Which variables are statistically significant at the 5%
level?
2.Which variables are statistically significant at the 10%
level?
3.Which variables are insignificant?
4.Please present the correlation matrix of the independent
variables.
5.Please run the White test for heteroskedasticity, with
cross-products AND PRESENT YOUR RESULTS. Please explain whether the
test is significant or not.
6.If the White test is significant, please present the
heteroskedasticity-consistent White regression results.
7.Can you test this model for autocorrelation? Why of why not?
If you do,...
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