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Marge N. O’Hara, a senior analyst for a large stock brokerage has been tasked to forecast...

Marge N. O’Hara, a senior analyst for a large stock brokerage has been tasked to forecast the weekly closing stock prices for this blue-chip stock for the first four weeks of next year. You are assigned to provide technical support to Ms. O’Hara. Weekly closing stock prices for all 52 weeks of this year for this blue-chip stock are reported in units of dollars ($). Use minitab or excel 7. a. Calculate and state the value of Durbin-Watson (DW) statistic for your AR(1) model of part 6. b. Test the DW statistic found above at the ? = 0.05 significance level to determine if your AR(1) model is serially correlated. (Be complete and specific.) • State your conclusion. c. Calculate and present the graph of the autocorrelation function (ACF) of the residuals from the AR(1) model. d. On the basis of the ACF of the residuals from the AR(1) model, are the residuals of the weekly closing stock price data serially correlated over time? Explain why. e. Was the AR(1) model successful at removing the serial correlation? Choose either yes or no. Either way, state the reason for your answer. week, t stock price, y 1 267 2 267 3 268 4 264 5 263 6 260 7 256 8 256 9 252 10 245 11 243 12 240 13 238 14 241 15 244 16 254 17 262 18 261 19 265 20 261 21 261 22 257 23 268 24 270 25 266 26 259 27 258 28 259 29 268 30 276 31 285 32 288 33 295 34 297 35 292 36 299 37 294 38 284 39 277 40 279 41 287 42 276 43 273 44 270 45 264 46 261 47 268 48 270 49 276 50 274 51 284 52 304

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