Suppose based on a 36-observation time series sample (from January of year 1 to December of year 3) , the estimated model is y = 3.5 + 1.2t + 0.5t2, predict the y value for May of year 4.
time series sample (from January of year 1 to December of year 3)
y = 3.5 + 1.2t + 0.5t2
For May of year 4, we will use t = 36 +5 = 41
y = 3.5 + 1.2t + 0.5t2
y = 3.5 + 1.2*41 + 0.5*412
y = 3.5 + 49.2 + 840.5
y = 893.2
Suppose based on a 36-observation time series sample (from January of year 1 to December of...
The index of industrial production (IPt) is a monthly
time series that measures the quantity of industrial commodities
produced in a given month. This problem uses data on this index for
the United States. All regressions are estimated over the sample
period 1986:M1 to 2013:M12 (that is, January 1986 through December
2013). Let Yt
=1200*ln(IPt/IPt-1)
Suppose that a forecaster estimates the following AR(4) model
for Yt:
Worried about a potential break, the forecaster computes a QLR
test (with 15% trimming)...
Suppose a survey of 36 people determined that the sample mean time spent on the internet was 8.2 hours with a sample standard deviation of 9.8 hours. What is the critical value for a 95% confidence interval? Note: Enter X.XX AT LEAST ONE DIGIT BEFORE THE DECIMAL, TWO AFTER and round up. Thus, 7 is entered as 7.00, 3.5 is entered as 3.50, 0.3750 is entered as 0.38 | | Suppose a survey of 36 people determined that the sample...
Question 13 options: Suppose a survey of 36 people determined that the sample mean time spent on the internet was 8.2 hours with a sample standard deviation of 9.8 hours. What is the critical value for a 95% confidence interval? Note: Enter X.XX AT LEAST ONE DIGIT BEFORE THE DECIMAL, TWO AFTER and round up. Thus, 7 is entered as 7.00, 3.5 is entered as 3.50, 0.3750 is entered as 0.38 | | Suppose a survey of 36 people determined...
· Supposed the best fitting model for a time series is y(t) = 10 + 0.41y(t-1). Suppose the observation values for the first five periods (read left to right ) are: 25,22,15,19,28. What is the prediction for period 6?
Consider the following time series data.
Consider the following time series data.
Quarter
Year 1
Year 2
Year 3
1
3
6
8
2
2
4
8
3
4
7
9
4
6
9
11
(a)
Choose the correct time series plot.
(i)
(ii)
(iii)
(iv)
- Select your answer -Plot (i)Plot (ii)Plot (iii)Plot (iv)Item
1
What type of pattern exists in the data?
- Select your answer -Positive trend pattern, no
seasonalityHorizontal pattern, no seasonalityNegative trend
pattern, no seasonalityPositive...
Consider the following time series data. Quarter Year 1 Year 2 Year 3 1 5 8 10 2 1 3 7 3 3 6 8 4 7 10 12 (d) Use a multiple regression model to develop an equation to account for trend and seasonal effects in the data. Use the dummy variables you developed in part (b) to capture seasonal effects and create a variable t such that t = 1 for Quarter 1 in Year 1, t =...
Consider the following time series data. Quarter Year 1 Year 2 Year 3 1 4 6 7 2 2 3 6 3 3 5 6 4 5 7 8 (b) Use a multiple regression model with dummy variables as follows to develop an equation to account for seasonal effects in the data. Qtr1 = 1 if Quarter 1, 0 otherwise; Qtr2 = 1 if Quarter 2, 0 otherwise; Qtr3 = 1 if Quarter 3, 0 otherwise. If required, round your...
Use the Financial database from Excel on drive. Use Total Revenues, Total Assets, Return on Equity, Earnings Per Share, Average Yield, and Dividends Per Share to predict the average P/E ratio for a company. Use Excel to perform a forward selection regression analysis. Assume a 5% level of significance. Identify observation 2 in the original dataset. Use the observed values from observation 2 to find the predicted value y-hat based on your final model selected. Write your answer as a...
Consider the following time series data.
Quarter
Year 1
Year 2
Year 3
1
4
6
7
2
2
4
6
3
3
5
7
4
5
7
8
Which of the following is the correct time series plot?
a.
b.
c.
Show the four-quarter and centered moving average values for
this time series (to 3 decimals if necessary).
Year
Quarter
Time Series Value
Four-Quarter Moving Average
Centered Moving Average
1
1
4
2
2
3
3
4
5
2...
Based on the time series values from problem number 2, consider the following table of exponential smoothing values using ? = ?. ? for the time series. Month Units Sold (Thousands) Forecast (F) error Squared error 1 9 * * * 2 3 (i)? (ii)? 36 3 6 7.2000 -1.2000 1.44 4 6 6.8400 -0.8400 0.7056 5 12 6.5880 5.4120 29.2897 6 9 8.2116 0.7884 0.6216 7 (iii)? a) b) c) d) e) a. Compute the number (i): Show your...