Question

Sales of Body	Price of Lens	Gender	Sales of Lens
155	$700	1	122
101	650	1	120
157	725	0	135
180	575	1	95
150	600	0	100
201	750	0	174
99	560	1	118
137	500	0	130
155	675	1	128
165	550	1	166
152	725	0	131
127	750	1	102
217	565	0	165
186	670	0	154
176	600	1	97
123	585	0	129
109	645	0	98
90	575	1	105
176	660	0	120
129	650	1	105

IF POSSIBLE USE PH STAT

h)        Perform a Durbin-Watson analysis to assess the model for the presence of autocorrelation in this model for this data. Address the issues of the possible presence of both positive and negative autocorrelation in this model. As a part of this analysis, you will need to find the Durbin-Watson statistic for the problem at the 1% level of significance.

                        Hints: d_L= 0.86 and d_U = 1.27

Answer 1

using excel>addin>phstat>regreesion

we have

Regression Analysis
Regression Statistics
Multiple R	0.5501
R Square	0.3027
Adjusted R Square	0.2206
Standard Error	21.4172
Observations	20
ANOVA
	df	SS	MS	F	Significance F
Regression	2	3384.3893	1692.1946	3.6892	0.0467
Residual	17	7797.8107	458.6947
Total	19	11182.2000
	Coefficients	Standard Error	t Stat	P-value	Lower 95%	Upper 95%
Intercept	66.3946	46.0261	1.4425	0.1673	-30.7120	163.5012
Sales of Body	0.3821	0.1424	2.6838	0.0157	0.0817	0.6825
Price of Lens	0.0020	0.0688	0.0292	0.9770	-0.1431	0.1471

Durbin-Watson Calculations
Sum of Squared Difference of Residuals	16402.20086
Sum of Squared Residuals	7797.810731
Durbin-Watson Statistic	2.103436647

the Durbin-Watson statistic for the problem is 2.10

there is negative autocorrelation.