·
20.19 Xr20-19 Plot the following time series to
determine which of the trend models appears to fit better.
|
Period |
1 |
2 |
3 |
4 |
5 |
|
Time |
55 |
57 |
53 |
49 |
47 |
|
Period |
6 |
7 |
8 |
9 |
10 |
|
Time |
39 |
41 |
33 |
28 |
20 |
·
20.35 The following trend line and seasonal indexes were computed
from 4 weeks of daily observations. Forecast the 7 values for next
week. ŷ = 120 + 2.3t t
= 1, 2, … , 28
|
Day |
Seasonal Index |
|
Sunday |
1.5 |
|
Monday |
.4 |
|
Tuesday |
.5 |
|
Wednesday |
.6 |
|
Thursday |
.7 |
|
Friday |
1.4 |
|
Saturday |
1.9 |
17.39Refer to Exercise 17.16.
Calculate the correlation between the father’s and the mother’s years of
education. Is there any sign of multicollinearity? Explain.
·
Perform the Durbin–Watson test at the
5% significance level to determine whether positive first-order autocorrelation
exists when d = 1.10, n = 25, and k = 3.
·
17.42 Refer to Exercise 17.20.
o a. Calculate the correlation matrix.
o b. Are there signs of the presence of
multicollinearity? Explain.
o c. Test the correlation between each
independent variable and the dependent variable. Which independent variables
are linearly related to the dependent variable?
