The following seasonal regression was fitted with quarterly seasonal binaries beginning in the first quarter (Qtr4 is omitted to avoid multicollinearity). Make a prediction for y_t in period (a) t=21; (b) t=8; (c) t=15 yt=213+11t-9 Qtr1+12 Qtr-15 Qtr3
yt=213+11t-9 Qtr1+12 Qtr2 -15 Qtr3
Using Qtr vlues as 0/1 for the corresponding quarters (Q1=1 for first quarter sales, when Q2/Q3/Q4 will be 0).
a) y21 = 213
The table below shows the calculations of sales per quarter of the year, coefficient of Q4 always being 0 as per the model:
t | Qtr1 | Qtr2 | Qtr3 | Qtr4 | yt |
21 | 1 | 0 | 0 | 0 | 435 |
21 | 0 | 1 | 0 | 0 | 456 |
21 | 0 | 0 | 1 | 0 | 429 |
21 | 0 | 0 | 0 | 0 | 444 |
where yt is calculated using the regression equation above, plugging in the different values for Year/Qtr1/Qtr2/Qtr3/Qtr4 as per the year and quarter number.
b) Similarly, for t=8:
t | Qtr1 | Qtr2 | Qtr3 | Qtr4 | yt |
8 | 1 | 0 | 0 | 0 | 292 |
8 | 0 | 1 | 0 | 0 | 313 |
8 | 0 | 0 | 1 | 0 | 286 |
8 | 0 | 0 | 0 | 0 | 301 |
c) Similarly for t=15:
t | Qtr1 | Qtr2 | Qtr3 | Qtr4 | yt |
15 | 1 | 0 | 0 | 0 | 369 |
15 | 0 | 1 | 0 | 0 | 390 |
15 | 0 | 0 | 1 | 0 | 363 |
15 | 0 | 0 | 0 | 0 | 378 |
The following seasonal regression was fitted with quarterly seasonal binaries beginning in the first quarter (Qtr4...
The following seasonal regression was fitted with quarterly seasonal binaries beginning in the first quarter (Qtr4 is omitted to avoid multicollinearity). Make a prediction for y_t in period (a) t=21; (b) t=8; (c) t=15 yt=213+11t-9 Qtr1+12 Qtr-15 Qtr3
Item 9Item 9 2 pointsCoca-Cola Revenues ($ millions), 2005–2010Quarter200520062007200820092010Qtr15,2045,1266,0857,4007,1708,000Qtr26,3086,4757,7159,0558,2288,663Qtr36,0356,4187,6728,3118,0358,415Qtr45,5495,9157,3137,0807,49210,483 Click here for the Excel Data File (a-1) Use MegaStat or Minitab to deseasonalize Coca-Cola’s quarterly data. (Round your answers to 3 decimal places.) 1234200520062007200820092010mean (a-2) State the adjusted four quarterly indexes. (Round your answers to 3 decimal places.) Q1Q2Q3Q4 (a-3) What is the trend model for the deseasonalized time series? (Round your answers to 2 decimal places.) yt = xt + (b) State the model found when performing a regression using seasonal binaries. (A negative value should be indicated by a minus sign. Round your answers to 4 decimal places.) yt = + t + Q1...
2005 2006 2007 2008 2009 2010 6,5es 7,205 7.30 8,333 8.263 9,368 7,697 8,599 9,607 10,945 10.592 14.,801 Ctr3 8.184 8,950 10,171 11,244 11,080 15,514 Ctr4 10,096 10,383 12,346 2,729 13297 18,155 Click here for the Excel Data Fie (a-1) Use Megastat or MINTAB to deseasonalize Pepsico's quarterly data (Round your answers to 3 decimal places.) (a-2) State the adjusted four quarterly indexes. (Round your answers to 3 decimal places.) Q3 04 (a-3) what is the trend model for the...
Coca-Cola Revenues ($ millions), 2005-2010 Quarter 2005 2006 2007 2008 Qtri 5,196 5,109 6,065 7,360 Qtr2 6,300 6,455 7,695 9,035 Qtr3 6,027 6,402 7,652 8,299 Otr4 5,541 5,895 7,293 7,015 2009 2010 7,130 7,700 8,212 8,655 8,015 8,407 7,468 10,475 Click here for the Excel Data File (2-1) Use MegaStat or Minitab to deseasonalize Coca-Cola's quarterly data. (Round your answers to 3 decimal places.) 2 3 2005 2006 2007 2008 2009 2010 mean (a-2) State the adjusted four quarterly indexes....
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